Did they say they were out of balance? Did they have to add additional weights?I took to Discount Tire today and had all 4 balanced. Only drove short ways home, so not sure if resolved my complaint yet.
On my prior vehicle I had "tried" Continental tires and gave up after a few weeks of trying to get them balanced. If you're still having the problem I'd try the dealership and ask to have the tires replaced. It could be a bad set.