Dehydroepiandrosterone (DHEA)

• steroid hormone made primarily by the adrenal gland that is also used as a drug
  
• the adrenal gland can be thought of as a pair of triangular-shaped lemons (work with me, people) that sit on top of the kidneys - the rind (cortex) produces steroid hormones and the pulp (medulla) produces catecholamines (e.g. adrenaline)
• used by the body to make both androgens (e.g. testosterone) and estrogens (male and female sex hormones, respectively)
• cheating athletes, take note:
• in women, taking DHEA as a drug increases testosterone in women, leading to insulin resistance, acne, and masculinizing effects (kinda turns you into a dude - baldness, facial hair and increased body hair, lowering of voice, etc.)
• taking DHEA as a drug has not been shown to enhance gains in muscle size or strength produced with strength training alone and thus has little or no benefit for use in athletics
• classified as an anabolic steroid in 2004 in the US of A, making it a controlled substance
• previously was sold legally as a nutritional supplement in health food stores
• currently is sold illegally as a nutritional supplement in health food stores
  
• has been used successfully to treat adrenal insufficiency (adrenal glands not making enough cortisol, an essential steroid hormone released in response to stress), depression, induction of labour, and systemic lupus erythematosus (SLE or lupus)
• SLE is a chronic disease in which the immune system attacks the body in a nonspecific manner to cause inflammation and tissue damage
• presumably DHEA, like the glucocorticoids, suppresses the immune system and reduces inflammation, thus relieving the symptoms of SLE
• because it alters hormone levels in the body, taking DHEA as a drug may increase risk of certain hormone-sensitive cancers (e.g. prostate, breast, ovarian)
  

http://www.mayoclinic.com/health/dhea/NS_patient-dhea
Brown GA, Vukovich M, King DS. Testosterone prohormone supplements. Med Sci Sports Exerc. 2006 Aug;38(8):1451-61.