The top screw everyone is taking about, is the main arm bearing, if you tighten it of course the arm won't move, and you will ruin all your records. Leave it completely alone!!! Don't follow DJ advice to the contrary.
If the arm moves very slightly in either direction with the anti-skate set at "0" it's perfectly normal. If there seems to be quite a bit of force with a setting of "0", you have a problem with the anti-skate mechanism, NOT the tonearm bearings which should be adjusted for the lowest possible friction without play... and probably shouldn't be messed with at all by someone who doesn't know what they're doing.
As far as setting the anti-skate using a blank piece of vinyl... It can't be done. Anti-skate compensates for the force caused be the grooves always pulling the stylus towards the center of the record. You cannot set the anti-skate to compensate for this force if there are no grooves and it's not being applied. The angle of the headshell causes the stylus to skid one way or the other on blank vinyl, but this has nothing to do with skating force (caused by the grooves always pulling the stylus towards the center of the record) and cannot be used to set the anti-skate correctly.