Anyone who puts their body through stess, wheather it be physical, or mental is going to have an increase in cortisol. (Often called the stress hormone) Combine heavy weight training with Anabolic Androgenic Steroids (AAS) and cortisol levels become very high. If I remember correctly most Anabolic Androgenic Steroids (AAS) cause cortisol not to be able to bind to certain receptors. This throws off the entire production of cortisol by the addrenal gland. Cortisol has a negitave effect on cell mandated immunity. As far as I know Deca and Winstrol are the only ones that dont fuck with cortisol levels. (But only at low doses). I am going to have to ask Andy13 to explain this a little further, but this is the basic reason for these problems.