There are different types of steroids, just as there are different types of proteins, amino acids, enzymes, etc. There is also a difference between using steroids therapeutically (for a legitimate medical reason, like insufficiency/suppression), and abusing them (taking more than what the body needs) for the purpose of "performance enhancement". It's the latter case that we usually hear/read about in the news.

Taking any steroid longterm has inherrent risks, but as with any other medications, the benefits must be weighed against the risks, especially when the risks of insufficiency outweigh the risks of taking it. That said, pregnenolone is, from everything I've read about it (including the negatives), one of the safer/safest hormones, because it is so common in the body, and produced in so many places. Pregneolone levels are known to decrease with age, but mine are (were?) too low. Even so, I am not doing this on my own, and I am not taking it continuously. I was tested before I began taking it, and what happens in the future will depend on regular testing and monitoring.

http://neurotalk.psychcentral.com/thread156416.html

Doc