my legs shake when I am doing stretches, do I continue?

Sometimes my legs shake when I am doing stretches, do I continue the stretch and just let it shake. Or do I stop?

Usually when the body shakes during yoga it is because the muscles are becoming fatigued and need to be strengthened to hold the posture longer. In postures where the focus is on building strength (like upward boat) its okay to shake a little, if you hold too long you can strain a muscle (or just feel really sore the next day).
I'm not sure why your legs would be shaking if you are only stretching the muscles and not strengthening them as in seated head to knee. You may be pulling yourself a bit too hard into the posture. You want to work on finding the balance between using effort and relaxing into the posture. If you are tensing up the muscles they will not be able to stretch and increase their flexibility.

Ahimsa, the yogic practice of non violence must be adhered to when engaging in the practice of hatha yoga. Respect your body's limitations and inner wisdom, if something feels wrong or dangerous, please do not do it.

Please consult your health care practitioner before starting a yoga, pranayama or other exercise program.