There are many women and girls who work out not only for the health benefits, but because they want to achieve a more athletic look.
The average American knows next to nothing about steroids. So it's common for people to just make up claims based on folklore that has almost no basis in reality. Some posts in this thread prove that. Most cannot look at a steroid user and accurately identify them as a user. I know teenage bikini competitors who are taking Winstrol. Their doses are just a lot smaller than the bodybuilders, so to anyone outside the steroid culture, it's not at all apparent that they are using. Livingontheroad knew the guys in his school who were using, but I'd bet most other people in the school were none the wiser.
Our society is big on indoctrinating girls from an early age that certain looks are more desirable and then we sell them the tools needed to get that way. The makeup and weight-loss industries are huge for a reason, so it should come as no surprise at all that some measurable percentage of girls would look for other shortcuts to help achieve their appearance goals. One of the main reasons most people aren't aware of how common steroid use is concerns the fact that, outside of physician-prescribed use, it's illegal to manufacture, possess, distribute, or use these substances. So, if you're not in the club, chances are you're not going to know who is using and who is not.
If you don't want your children to try anything, I still say it's best to educate yourself on the topic before simply trying to scare them with worst-case horror stories.