Anabolic steroids eliminate the cancer-inhibiting effect of strength training
Exercise protects against cancer. This is especially true for demanding forms of movement, such as strength training. Any intensive workout activates the immune system to cancer cells. You can read more about this here, here and here. An Australian human study suggests that only natural strength athletes can benefit from this effect.

For 6 weeks, the researchers got 16 healthy men aged 21-35 to train with weights 3 times a week. The researchers divided the subjects into 2 groups. 7 subjects received a weekly injection without active substances; 9 subjects received a weekly injection of 3.5 milligrams of testosterone enanthate per kilogram body weight.The study, which was published in the Journal of Exercise Science and Fitness in 2008, was funded by the British TV channel Channel 4. The channel used the results of the study for a TV show about steroids use.
The study's lead author, Sonya Marshall-Gradisnik, received a science award for the study in 2005. [ 25 October 2005]
The subjects who used testosterone gained significantly more weight than the subjects in the placebo group. In tests in which the men had to do short sprints on a bicycle, the steroid enabled them to generate more power. Testosterone enanthate made the test subjects faster.

More interesting is the effect of testosterone administration on the immune system. After 6 weeks of training, a short but intensive cardio workout increased the activity of the Natural Killer Cells in the placebo group. In the testosterone group, however, the activity of the Natural Killer Cells decreased.

The researchers also determined the activity of the Natural Killer Cells by extracting the cells from the blood of the test subjects and bringing them into contact with cancer cells in petri dishes. The researchers then looked at how many cancer cells were killed the Natural Killer Cells.Testosterone administration did not affect the numbers of immune cells.
"This is the first double-blind placebo-controlled study to report a reduction in natural killer cytotoxic activity following acute anaerobic exercise after anabolic-androgenic steroids administration to young healthy men", the Australians write.

"This reduction in acute natural killer cytotoxic activity pre to post exercise after testosterone enanthate administration for 6 weeks suggests an undesirable outcome on an aspect of immune function which is contrary to the performance gains that were found in these subjects."
J Exerc Sci Fit. 2008;6(2):106-14.