Just had the same proble. My brake warning light came on a few weeks ago and I haven't put them on yet. Then Saturday I'm driving along and all of a sudden the steering wheel starts vibrating. At first I thought wheel balnce so I had all four wheels done...worked OK for a day or so then cam back so I did the brakes only to find the drivers side caliper was frozen all the way out and the oiston was all rusted so I had to get a new caliper. Just finished the job tonight...did the test drive and seems to run fine although there is a noise as from the wheel as I drive as if a I have something stuck in the tire. The dealer told me a few months ago the control arm was loose too so I'm going to change that out as it seems a common thing. But to answer your problem, take the wheel off and check out the caliper. The piston is on the back side...

Gary