Today's New York Times reports that two dietary supplements that can be purchased over-the-counter were found to contain steroids. A company called American Cellular Labs makes the supplements that contained man-made (a.k.a. designer) steriods. These supplements (Tren Xreme and Mass Xtreme) are considered to be performance enhancing substances. So are steroids. But steroids are banned in most competitive sports.
Many athletes who have tested positive for steroids (from pro baseball players to shot putter CJ Hunter) have stated that they took supplements but they did not know what was in them. This highlights the issue that supplements are largely unregulated. Although contents are listed on the label, this may not actually reflect what is in the container. What is in the container may not be good for you, or it might get you in trouble if you are a serious athlete.