Bicycle Mechanics - Front wheel shakes on fork

So I noticed that my front wheels shakes when I am stopping at higher speeds. I took it in to my local LBS to see if the headset was loose and it wasn't. They said that it might be my brake pads being a harder surface and that causing a vibration when I brake to travel through the carbon fork. So they put on some less hard pads and that seemed to do the trick. But today when I lifted my bike up and held the stem, I could shake my side to side and their is some movement. Can anymore advise? I am thinking it wasn't the pads but it was because my wheel is 'loose' in someway. The wheel is on the fork pretty tight so I know it's not that.

Take off the wheel and see if there is any movement in the fork/headset area. If not - check your front hub. It may be loose and need adjustment. If it's the fork/headset - go back to your LBS and explain what's happening. Ask them to tighten-up the stem/headset.

When I was in there the last time, they had checked the stem and headset and it was not lose. So I am thinking it's the front hub maybe? I'll take in the wheel and see if that is the problem. Do you think if it was the hub, that could have caused that vibration when I am braking at higher speeds?

Could be. Just try pushing the wheel side-to-side with it firmly bolted into the fork. Is there any looseness or play? If so - it's the hub. Adjusting same is easy. The "Adjust Cone and Locknut" part of this video shows you how:

http://bicycletutor.com/overhaul-wheel-bearings/