What will happen when I drive when O/D (overdrive) mode is on?

What will happen when I drive when O/D (overdrive) mode is on? I experienced steering wheel and entire vehicle is vibrating very fast.

I bought suzuki Jimny Sierra used Auto transmission SUV yesterday. when vehicle speed exceed 40km per hour is start vibrating steering wheel horribly. So when speed reduced below 40km it starts running very smoothly.