I had the same problem when I installed the Burger Motorsport (BMS) wheel spacers. I had a friend help me install it initially, then took it to a professional shop (
http://www.soulspeed.com/home.php), had the wheels balanced at BMW, still feel a slight shake/wobble on the steering wheel. Never noticed it until the spacers were installed. Felt it immediately when I got on the freeway.
Emailed Terry and was told that they balance the spacers before shipment and it's unlikely the spacers themselves that's causing the problem.
$226 for two pair of spacers + $71 for the install + $56 BMW balancing fee = unhappy customer!