Did you have the rotors replaced as well? If you did the rotors are probably out of round and your suspention parts are ok. Since the problem only shows itself when brakes are applied it is more than likely a brakeing problem. If the steering wheel shakes whent the brakes are applied theres a 95% chance that your front rotors are out of round. Sometimes the rear brakes can be bad enough to shake the whole car including the steering wheel. If the steering wheel does not shake when brakes are apllied but the vehicle still shakes its probably your rear brakes. I personally have done many brake jobs and have gotten bad rotors sevral times. It dosnt always happen.