***Hey man if its when you go to step on the brakes and it shakes your rotors are warped. Other than that it will be that your tires are out of balance. We get the same question everday at my shop. That is why you feel it in the steering wheel. It will also send the vibration through the front driveline into the tranny that is why you feel it there.***
Loose drag link can also cause this....if stock steering of course...