Wouldnt worry about it in the UK, we're pretty much fine here. Its those in USA that have stupidly restrictive laws. I cant ind the link but i read somewhere that Steroids are legal i the UK for personal use by professional body builders. Its still illegal to sell them, but buying for personal...
Who are the feds going to care about, the small guy buying a few roids for his personal use, or the guy selling the drugs making the $$$$$ profit....
any way if youre really worried, theres always Silk Road (or altenatives) :)