Your roller cassette should be properly adjusted for play on the slide when it arrives.  If any play is noticeable when the cassette is inserted on the slide, it is possible to adjust it out in quick order.
 
The cassette has four fixed rollers on one side, and four adjustable rollers on the other side.  Using a 5mm allen wrench, slightly loosen the four socket head cap screws indicated above by arrows.  Then, using a 2.5mm allen wrench, adjust the adjustment screw in the side of the cassette until there is no detectable play between the cassette and slide.  The adjustment screw may have a protective cap over it.  Only one side of the cassette will have the adjustment screw.
 
Take care not to adjust the screw beyond the point where any play is just taken out.   There will be some slight drag, mostly due to the felt wipers.
 
The appearance of your cassette may vary slightly from the one pictured above.  Only one side of the cassette will have the adjustment screw.