DO NOT SCREW (LITERALLY) WITH THE BRIDGE.
Take your guitar to a guitar tech or luthier. NOT the guy at the local store who says he's done it before and will only charge you half price.
(Half of what? Compared to who?)
Shop around to find a very friendly, open, EDUCATIONAL guitar tech or luthier, who will be happy to inform you of how intonation works. One who subscribes to the "an educated customer is my best customer" mentality.
Here's why. Sure, it can cost you up to $25 or even $50, but you are buying something more with your money than a set-up job. You are buying knowledge. Learn form this guy (or girl). Pick their brain. The more educated you are, the better. And also, check with at least 3 or 4 guys; you'll get a better comparison that way, unless you go to the guy in town who works on all the pros guitars in your town.
Here's why. If you screw with it yourself, and you mess up, you may not be playing for a while. If you mess up the intonation, the guitar will never sound in tune no matter what you do and it will be totally frusterating. How frusterating?

That frusterating.
However, if you use this opportunity to learn, and have your new found tech or luthier do a few of these, soon you will learn how to do it yourself, and do it like a pro. Well worth the investment.
Seriously.
Also, some other things to consider. Schaller and Sperzel make locking tuners, where you put the string in the post, lock it in with a disc on the back of the machine head, and you clip the string flush with the post on the other side of the hole. Very clean. go to
http://www.stewmac.com/cgi-bin/hazel....html&sku=0659 or
http://www.stewmac.com/cgi-bin/hazel...ghead&sku=3421 for info on either the Schaller or the Sperzel.
Second, the earvana nut. For the cost of a nut job, which can be rolled into the cost of a set up, you have a nut installed on your guitar with automatically tempers your instrument so it plays in tune. All this without any radical changes to your instrument, or funky, off-beat tunings. go to
http://www.earvana.com
Both mods are easy to do, and after you build a relationship with your luthier or guitar tech, they can do this for you.
Also, what kind of guitar is it? I'm assuming an electric.
Chesh