Did you, or someone else, turn the steering wheel, or front wheels, w/out having the engine running? If so, you've got air in the rack. This causes a shaking felt in the steering wheel (sometimes violent) when cornering. The solution is simple. Find yourself an empty parking lot and drive around slowly doing figure eights, turning the steering wheel from lock-to-lock to ex-spell the air. Do this 6-8 times. If this works, send me a nickel.
If this is not your problem, have the tires checked/balanced and rotated to see if that helps.