Well your either have a an alignment issue or a brake problem. If your brake pedal pushes bake while the car is shaking then it is a good bet that your rotors are warped or grove causing the front end to shake. If you check the brakes and see no problem then you should check the wheel alignment.
If the whole car shakes, and the steering wheel only seems to react to that, when applying brakes -see above statement, but apply to the rear end. if you have drum brakes, the drum could be cracked or the pads worn unevenly