96 Protege ES ABS malfunction

 Starting car and driving off all is well. Upon first brake application at low speeds under 20 MPH rapid brake
pulsing takes place even without locking up a wheel. Soon after the ABS light goes on and the pulsing stops as well as ABS system stops working alltogether. Shutting car off and restarting repeats the above process.
Brake system is in otherwise good shape. 
 
What could it Be? Wheel speed sensor? ABS controller?
                              Can I diagnose this myself ? 
                              Other than dealer any place I can take it to diagnose it ?
                              like major chains such as Mavis, Goodyear etc ?
                              most small shops I deal with around here don't have the
                              diagnostic capability.
 
Thanks for any help.

 Pump relays are a common failure and if it were a wheel sensor i would think it would set a light as soon as the car moved. However guessing can get expensive so you will need to get the codes read.

You need to get the code read.  Once you do, post it to me here.  I have the same model vehicle.  {I love blowing BMW's away in the turns}  I have a shop manual that we can see what the code menas.  Go to a autozone or advance to get the code read, Or buy an Actron code reader.  It would be the best $70 you'll spend. 

Thanks for the good advice guys. I'll get the codes read one way or another and will get back to you.