What kind of floor is it sitting on? Is it on a concrete floor or on some type of wood floor. The latter could be acting like a drum with transmitted vibration and making it sound worse. My sheet-metal stand can really get to rattling around too at just the right 'note'.
Bending the screw back is kind of a shaky deal as I have read it. you can end up making it into a real mess too. I'd agree with Pete that for the cost of the screw it might be easier to simply get a new one.
I have the smaller machine and I can easily cut aluminum 3 to 4 times that deep with a 3/8" endmill (~10mm) and so long as I keep it buried it will just hum right through.
[nomedia="http://www.youtube.com/watch?v=6MVQFPNCdkg"]YouTube - First CNC Part[/nomedia] - Skip to about the 4:00 mark.
How does that compare with what you are getting?
CNC: Making incorrect parts and breaking stuff, faster and with greater precision.