Anabolic steroids were first used in the 1930's, and were used in helping produce testosterone and sexual functioning for "troubled" males. Later in the '30's, however, scientists testing with lab animals found that these same anabolic steroids could help build skeletal muscle. As soon as the word was out, bodybuilders and weightlifters became interested in the substances so that they, too could improve their skeletal muscle strength, and the rest seems to be history.
Anabolic steroids have spread to many other sports, most prolifically in baseball. Though administrators of the are doing all they can to stop the drug from spreading, it seems that if not constantly tested the players would let the illegal substances take over the game.