You can clearly see the Shuttle main engines adjusting themselves on their gimbals as the engines start.
Its a good demonstration of the gimbals in action, a pre flight check of the system was carried out after the APUs has been started, you can see this at 6:15 on the video.
The movement of the two bottom engines after start up was due to the fact that the engine bells vibrated during the light up sequence and in the flight position they may have contacted each other. They were therefore held apart for start up and returned to the correct position once they had stabilised, clever stuff.
The solid rocket booster engine bells where also gimballed and each SRB had its own dual APU and hydraulic system to provide the power.
The steering sequence was loaded in before launch and included commands to help reduce the stress on the stack caused by climbing rapidly through changing wind velocities, wind shear strength was one of many launch constraints. These commands were updated using the latest data gathered from balloons and aircraft until shortly before launch but once airborne it was purely an "open loop" system, no feedback or sensing was used to modify the commands.
After SRB separation the guidance system became "closed loop" and actively steered the shuttle based on real time position and velocity to fine tune the required trajectory.