I just put a new pair of SPD mountain bike pedals (don't know the model number, I think they're bottom of the range, double sided) on, and bought new Shimano mtb shoes to go with them. Now, the right pedal/shoe is fine, but the left has a lot of what I think is called "float" - the shoe can move a long way before disengaging. I've checked, and the cleat is definitely tight against the shoe: it's the cleat moving within the pedal.
I've also tightened the only adjustment I could find (an allen key screw with a +/- guage), but that just made the cleat harder to get in: once it was in, the float didn't change.
The only thing I can think of is that when I first got the pedals I was playing with them, and ended up loosening two phillips head screws on the crank side. Of course I tightened them again. But otherwise I can't see why I have this problem just on one pedal?
(Also, just checking - the pointy end of the SPD cleat points towards the front of the shoe right?

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Any advice would be great, thanks.
Steve