Usually a shimmy is caused by a warped rotor, but you said you just replaced them so I think you have oil on the rotors or pads. Take them apart and clean them GOOD with a good brake parts cleaner, and try not to touch the pads or rotors with greasy fingers when you put them back together. It doesn't take much oil to cause trouble, especially with new pads as they haven't broke in to the rotors yet.