You could take it to a garage to get it welded, but you might have trouble with finding someone willing to weld it in situ as its in a fairly awkward place and the risk of setting fire to your carpet is relatively high.
That is the bit that needs welding.
What i did was to buy a second hand column from winston, one which it was known had no play, and fitted that, cost me well under £50. Its not that difficult to change over a steering column, the pinch bolt at the bottom is a pain in the arse though.
Firstly though mate, check that it is definately the column and not the track rod ends as both can cause play.