Andro, was banned by all sports except MLB. McGwire said he started taking it to bulk out to try and prevent the huge spat of injuries that were hampering his career.
Lumping him in with the anabolic and designer steroid losers is a little disengenuois. Camaniti didn;t admit it until he failed a drug test, and Jose admitted it after he retired to hawk his "tell-all" book. Bonds and his homies are all denying it right and left. McGwire never denied he took ANDRO.
Actually, the poor way that pro-hormones (like andro) were made at the time, McGwire is fortunate that it didn't hinder him. At the time, one of andro- side effects was to cause a spike in estrogen, which can really mess up the male body.