We conducted a computer simulation for the structural changes of randomly oriented lamellae of block copolymers under steady shear now and observed two types of structural changes : one is breakup and recombination of lamellae, and the other is undulation of lamellae. To interpret these phenomena, we analyzed the stability of a lamellar structure when its periodicity is changed. We found that there are three types of instability : (1) The Eckhaus type, which causes nonuniform lamellar spacing, (2) an undulational type, which causes undulated lamellae, and (3) a melting type, which entirely destroys the lamellar structure. Using the complex amplitude equation for the modulated lamellae, we obtain the phase diagram for these instabilities.