When your steering wheel starts shaking it usually due to an out of round unbalanced tire. Look at your tires and make sure they're not bulging.
You might want to take it to a tire shop and have them at the tires if you're not sure what to look for. A bulging tire can blow out causing you to roll the car so make sure you get it checked and fixed.
It's also possible that a steering link is lose somewhere on your car too. I'd have a mechanic inspect it to make sure everything is alright.