Its 100% normal and its called a "floating bridge", they are good for vibrato useage and move back and forth with vibrato bends.
When you set it up just rough tune to your tuning then tap the bridge straight so its vertically aligned,then precise tune and adjust if needed. Its a really simple set up to tell you the truth.
You need a tiny allen key to adjust them screws for the bridge height,insert it into the top of the bridge where the little holes are on either side.
Visit http://www.fenderjaguar.net/ for more info. jaguars use floating bridges almost identical to the jagstang which uses a mustang bridge and vibrato.
