The book is called "Physical Enhancement With an Edge" by S.L Hominuk (published:1997)
Under the chapter of side effects, he writes about insomnia.
Quote: "Normal sleep patterns can easily be obtained once again by terminating the steroid treatment. Occasional use of over-the-counter remedies, sleeping pills, or Melatonin may offer some relief. However, the use of Melatonin on a continued basis with the use of steroidal compounds is not recommended, due to the possibility of Melatonin's ability to lessen the anabolic effects of steroids."
As I stated, the book is a little outdated. He does not offer up any clinical or real-life data to substantiate this, so I am a little sceptical. I too use Melatonin fairly frequently, so was just curious if anyone else has ever heard this.