I have a 97' cannonade f1000 that has had disc brakes installed. The rear hub developed a wobble after only 200 miles. I took it back to the shop that built and installed my set up. I thought they fixed it but after only 50 miles the rear hub showed signs of beginning to wobble again. Was it a bad build or did Shimano provide my local shop with defective hub?
As commented, there are a multitude of reasons this could be happening. However, they all boil down to roughly two categories, a defective hub, which should be a warranty issue for the manufacturer, or improper setup/adjustment from the shop (and subsequent possible damage) which should be the shop's issue. From your stand point of just having bought a new wheelset (I am assuming the wheelset is new with the brakes) you should treat both the same way, take it back to the shop you purchased it from.