Just throwing my 2 cents in, but chances are the guy above me has a better idea of what's going on--but I have had a similar issue.
When I first had my rims and tires installed they desperately needed to be aligned and balanced and would vibrate all over, pull the car to one side, and it generally made it uncomfortable. I also recently had a broken half-axle and my rotors replaced, and a the vibrating/shaking that once plagued my car at higher speeds immediately went away. If what he said doesn't end up being the issue, you might want to check into the rotors being warped or one of your axles being damaged; although I don't know if the shaking we're describing is the same type. I know mine would shake without the steering actually being affected and went away after being repaired; is there any freeplay in the steering wheel?
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Sunday, June 7th, 2009 AT 1:16 AM