Vibration or shaking in the steering can be caused by several problems.
First check to see that the lug nuts on the front wheels are not loose.
Rub your hand around the outside edge of the tire to see that it is smooth and not cupped (cupping creates a jagged edge around the outside edge of the tire.
This condition is often caused by lack of tire rotation).
Check that the brake rotors are not warped.
Also make sure the tires are balanced.