If you're using your insurance do not tell them you use steriods. It can sure as hell come back to bite you in the ass.

Simply say you want to have various bloodwork done because your are into fitness and working out, and be willing to pay for the labs out of pocket.

Or just go to a different doctor, pay for it out of pocket and tell them everything you want, then you have true doctor-patient confidentiality.

Like it or not, anabolic steroids carry a social stigma, and there's no reason to have it on record unless you have absolutley no professional/career aspirations.