If I open all faucets (bath, sink and flash the toilet) and set the bath on shower, pipes start shaking and making noise. If I turn the shower off or put it through faucet, shaking stops. Is there air in the pipes? What is the problem?

Thanks,

Tub / Shower valve has loose washer(s) inside the diverter stem or inside hot or cold water stems. Remove stems, replace washers, reinstall. Shaking will stop.