Thanks for the assistance!
This is my scope:
Guarder 3-9x40 Illuminated Mildot Scope
..and this is its mount:
Accushot 30mm deluxe edition high rails
"A little" does not make much sense, you are right
I tightened the middle rail screw first and then, using both hands simultaneously, I tightened the first and third screws.
I put the scope on its rings, placed the rings by hand and tightened them just a little (by hand), then rotated and moved the scope to adjust for best field of view and orientation. I then tightened the two screws on the rings that are closer to the muzzle, little by little by keeping them even and looking through the scope to see if it was changing orientation (tilting left or right).
I then moved to the two screws on the rings that are the furthest from the muzzle (or closest to my eye) and tightened both evenly. I then moved to tighten the rest.
The rings look evenly tightened from one side to the other, I know this does not mean much but..
I am going to do all the zeroing with zero to minimum hop up, preferably ZERO as I have no way to determine how much is "minimum"
I wouldn't care much about elevation zeroing, I used to shoot a little higher than my zero when shooting at targets closer than 40-50 meters. It's the windage zero that gives me the creeps
I keep my Allen wrench in my stock pouch because I tend to lock the knobs when I am done shooting, at least until I get a super uber zero setting that works
PS: I might have set the windage zero right..(I mean "correctly" not "right" as in the opposite of "left" LOL!

) it is too early to say because I wasn't able to set a paper target correctly: too many people around my house and my cat being incredibly cheezburger-ly curious about the rifle muzzle..plus my girlfriend who could pop up of the front door any minute
..but I've been shooting to a nearby chimney from the inside of my bedroom, keeping the windows slightly open just as much to let the BB out..and shooting only when a car passed by (the reinforced striker spring from KA makes it a lot noiser!)