Check the FAQ section here about setting the pickups ...
The way the pickups screws are mounted is deliberate: the two screws underneath 'hold up', the two screws above 'hold down'.
If the pick-up is rattling loose, turn up the screws underneath gently-gently, until they feel snug.
Do not overtighten the screws, or you can crack the pickup housing!
To raise a pickup, you loosen the screws that sit on top of the pickup, and turn up the screws beneath the pickup. To lower a pickup, you lower the screws beneath the pickup, then tighten up the screws that sit on top of the pickup.
