For clarity you probably should have stated that this refers back to an earlier post regarding a problem with your Mk 1 Megane 2002 gearbox.
http://www.howtomendit.com/answers.php?id=438256
Afraid I dont know the adjustment for these, suggest you have a look for the Haynes manual for your car, about £20 from Halfords, might be able to get a PDF copy off the internet for free.
You could also ask on a specialist Renault or Megane forum.
Having said that, if you are sure the gearbox is in first I'd slacken the adjuster, move the stick into first position and re-tighten the adjuster, but if you're not mechanically minded you would be better to get the Haynes.
Should have mentioned to check your engine/gearbox mountings too, if one has failed the engine will sit at an odd angle and affect the gear shift.
If you post up the engine and gearbox you have someone might have the answer.
hew
January 2012