Not kidding. The shaking in rotors are caused by brake buildup. Do research.
http://www.stoptech.com/technical-su...nd-other-myths
http://www.brakeandfrontend.com/warped-rotors-myth/
There are many more articles out there of the myth of rotor warpage.
BTW I have cheap Advance Wearever rotors on the Grand Prix and not a hint of shimmy during braking.