A rectangular baler comprising a bale chamber; a plunger; a guide system adapted for guiding the plunger, comprising a guide assembly for aligning and supporting the plunger in a transverse direction; each guide assembly including a mounting piece with a guide element, a threaded shaft; wherein said mounting piece has a mounting surface which is fixed against a guide surface of a member; said mounting piece and said member having an elongated slot and a through-hole, respectively, or a through-hole and an elongated slot, respectively; said threaded shaft extending through said through-hole and said elongated slot and having an axis making an angle with respect to said guide surface which is smaller than 90 degrees.