1999 Chevy Tahoe Front tires

I have a new set of Michelin Radial Tires on my Tahoe. On my way home from the tire store when I apply the brakes I have a shake in the steering wheel. I had a set of Michelin on the Tahoe before and had no problems. They also had to replace a wheel stud because they had to break it to get the lug nut off. Im not sure which wheel either. Could it be the tires or could they messed up or could they have messed up the caliper.