Get the tyres checked for balance, and bulges in the side wall.
Brake rotors are warped.
part of the car that is above the steering wheel
Your power steering pump and or steering box may be about to give out on you.
A shake in the steering wheel or car itself which occurs and/or increases as vehicle speed increases.
If your steering wheel is shaking you probabley messed you wheels or axel up
have front suspension checked
If other things vibrate as well as the steering wheel you might have a damaged motor/transmission mount.
You may have a bent wheel, defective tire where a steel belt has shifted or broken, worn steering parts, and possibly a defective wheel bearing.
i would really like to know myself
If it happens when you are driving fast (60-70 MPH) it could be that your wheels are out of alignment.
You probably need to get your tires balanced. Or replaced. If the bias goes (steel belt breaks or shifts), the car will waddle at low speeds, and the steering wheel will shake at high speeds.
If the steering wheel shakes, but to car doesn't, when applying brakes - your front rotors are warped (if you have disc brakes)...if you have drum brakes, the drum could be cracked or the pads worn unevenly 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 the whole car shakes, including the steering wheel - all four corners are bad, and you're an accident looking for a place to happen soon. In any case, go to your nearest service center ASAP.