It is most likely the wheel bearing. If your steering wheel shakes at freeway speeds then it is most likely one of your front wheels. Jack it up and try each one. You will want to replace both (left and right) bearings at the same time. It is not an urgent problem; however, you will want to replace them within the next couple thousand kilometers because it will get worse and over time your rotor on the problem wheel will wear and you will hear it wearing.