Umm, you should square it to zero in all axes. It can take some time until you get used to it but it is possible to get it set very accurately. If you normally work with a tooling plate on the table, be sure the table is flat in both the X and Y axes or it will screw you up. Then work on getting the Z-axis square to the table with an accurate solid square and DTI. Once that is done you can work on the aligning the column to the table in both the X and Y direction.
Use a good DTI and a decent holder. Take your time and get it to zero.