Sorry for resurrecting an old thread, but since it was never resolved I figured I would continue on instead of starting over.
I bought my QX4 about 5 months ago and mine does the same thing mentioned by others. If I'm in drive or reverse, the steering wheel will shake and you can hear a dull drone from something vibrating under the car. I also hear a rattle coming from the heat shield on the exhaust mid-pipe. It gets worse if you load the engine by slightly turning the wheel left or right. As nickelghandi stated earlier, the idle will drop when load is applied, but I'm not sure if the ecu is supposed to compensate and raise the idle back to 750 or not. Mine drops to somewhere between 625-650.
When getting under the car and having someone else replicate the vibration, I notice that only the driver side mid-pipe is vibrating. Also, today I had someone who knows a ton more about cars look under the car, on a lift, while the vibration occurred. He used a hammer to put pressure on the driver-side exhaust pipe and the vibration and rattling stopped. He checked other things (i.e. motor mounts, steering rack) and there was no vibration - everything seemed completely normal. I will say that someone did quite the hack job on my exhaust (at the secondary cats/resonators, or whatever they are) and removed the flex pipe from the passenger side (I don't think the driver's side had one stock). Maybe the stock exhaust doesn't have sufficient hangers or maybe the lack of a flex pipe on the driver's side exaggerates the engine vibration as it's transferred to the mid-pipe. Perhaps it's a simple design flaw?! Engineers aren't perfect, I'll be the first to admit that
