For one when is it happening? Let's just say it's happening when you are braking. This is more than likely an issue with your brake rotors. When you apply the brakes and the pad meets the rotor it transfers a small amount of material from the pad to the rotor, if this happens at an uneven rate then it can create a variation in thickness. This variation when braking can cause the shaking. Unfortunately there are a hundred different theories and ideas. When this happens though the rotors and pads will should be replaced for the shaking to stop.
There are many other reasons for your vehicle to shake when driving. I would recommend having it looked at just to keep you safe.