[GeoJosh]

You should not feel shaking in the steering wheel when you are braking.

If it is noticeably shaking, take it in for inspection... it might be unsafe.

 

[GeoJosh]

Could it be the ABS kicking in? How fast are you going? I'm wondering if "X-Drive" might be kicking in?

X-Mode will only activate if you push the button, and only works at speeds under 25 mph.

ABS should pulsate the pedal, but it should not shake. The steering wheel should never shake, especially due to braking.