If it's not loose there (and that is the likely spot anyway), you'll need to remove the column plastic clamshell pieces to tighten the bolts where the shifter attaches to the column. There are small torx screws recessed into the lower clamshell, then it hinges away from the upper one - another couple of torx (e-torx which you can get by using a 12 point socket, usually, if you don't have e-torx sockets) to get the upper off. Oh, and edit - guess I forgot to mention you have to pry the plastic piece off the ignition switch in order to get the top clamshell piece off. Some come off easily, others fight you. Just be careful you don't pry hard against the clamshell or you'll break it. The ignition switch piece is just plastic tabs surrounded by a metal band, it snaps off, snaps on.
Then you'll see this:
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You can see that one screw near the bottom of the shift lever that superdave is referring to. The ones I'm talking about have the white paint marker on them; two up top and I can't remember if there's one more on the lower end.
Richard