Orki

I have a 2-door 95 Civic. The driver's side headlight is focused wrong. It actually points upwards instead of towards the road. I looked at my Helm's manual, and it showed me a screw like thing that I needed to adjust. However, on my headlight, rotating it does not seem to make any difference whatsoever. It is also fairly easy to twist, in contrast to the horizontal adjustment screw. So I am guessing that something is loose. If so, what is loose? How do I go about fixing it?

Ideas greatly appreciated.