Why when I drive my Mitsubishi Outlander it run ok but when i drive with the AC on the wheel shakes and some kind of smoke come from under the hood

It sounds like your drive belt is slipping on a binding air conditioner compressor. If the compressor is locking up or tight, the belt will slip on the pulley, as it is driven by the engine. This would cause the rubber smell and smoke. Don't use the air conditioner until you check this out; eventually the belt will brake off and you'll have other major issues.