Steroids include estrogen (US spelling) or oestrogen (UK/AUS spelling), progesterone and testosterone. Estrogen and progesterone are made primarily in the ovary and in the placenta during pregnancy and testosterone in the testes. Testosterone is also converted into estrogen to regulate the supply of each, in the bodies of both females and males. Certain neurons and glia in the central nervous system (CNS) express the enzymes that are required for the local synthesis of pregnaneneurosteroids, either de novo or from peripherally derived sources. The rate limiting step of steroid synthesis is the conversion of cholesterol to pregnenolone which occurs inside the mitochondrion.[2]
Anabolic steroids are a class of steroids that interact with androgen receptors to increase muscle and bone synthesis. There are natural and synthetic anabolic steroids. In popular language the word "steroids" usually refers to anabolic steroids.
It is also possible to classify steroids based upon their chemical composition. One example of how MeSH performs this classification is available at the Wikipedia MeSH catalog. Examples from this classification include:
Steroids, Rage and Criminal Activity -- Video: Insidermedicine.com's Maria Radina on Anabolic Androgenic Steroids, as presented in a study in Archives of General Psychiatry.