Pump It Up

Lately on the news there has been a lot of talk about steroids. There was something about baseball players that use steroids and the recent issue of Marion Jones' having her Olympic medals taken from her after she confessed to using steroids. So that makes me wonder, are ther legal steroids? Or are they the same thing? Are some steroids allowed and some not? Or do some competitions allow them but not sports? Like bodybuilding, obviously there are some of them who must use steroids to reach their unnatural strength. I'm obviously clueless about this.