The best way to adjust a FD (front-derailleur) is to start over - completely. Follow the instructions here:

http://bicycletutor.com/adjust-front-derailer/

and here:

http://www.parktool.com/repair/readhowto.asp?id=75


Most will agree that the best way to adjust a FD is to start from scratch. This is much easier than trying with an already halfway-working unit. And the triple-cranks are a notorious PITA. But you'll get it. Once you do and have torqued-down the pinch-bolt to hold the cable (48 - 60 i.p. according to Shimano), the cable will likely stretch and cause the chain to rub against the FD's cage. You can either loosen the pinch-bolt and pull it taut again - likely to cause the cable to fray - or install a barrel-adjuster on the cable in the first place. These allow you to tighten the cable with a small turn on the barrel-adjuster. Here is a picture (that's been getting a lot of use here lately) of such installed on a hybrid with an Ultegra triple: