It's the solvent used to hold the steroid in the solution. The high dose AS is very high in solvent. That's the only way you can get high concentrations, use large quanitities of solvent. You pierce a vein every time you inject, some bigger than others. When you hit the vein and open it and then use pressure to put the oil into the muscle some of is goes into the open vein. It then takes about 15 seconds to reach your lungs. The lungs thinking you've inhaled a toxin begin to cough it out. Problem is that it's not on the outside coming in, it's on the inside. The best thing to do is take short, quick, breaths to expel the solvent with your breath but not deep enough to invoke the cough. It takes a little practice.
I have told many UG labs that they should stop making high concentration steroids because of this problem, that and the pain for the shot some people get, but they don't listen.