A rectangular baler including a bale chamber; a plunger; a guide system including 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 the mounting piece has a mounting surface which is fixed against a guide surface of a member; the mounting piece and the member having an elongated slot and a through-hole, respectively, or a through-hole and an elongated slot, respectively; the threaded shaft extending through the through-hole and the elongated slot and having an axis making an angle with respect to the guide surface which is smaller than 90 degrees.