Some legal supplements will contained banned items, that's true. E.g. stay away of DHEA, which you can buy off the shelf at a chain drug store. Check the banned substance list to be sure. You can get that off any of the drug tested feds websites. AAU, USAPL, etc. Most of the lists contained the same banned tuff.
But it's the real juice that gets you in trouble. Nobody tests positive for steriods by drinking protein powder shakes, or taking vitamin B-12, or creatine. That kind of talk is spewed out by baseball players who got caught juicing the real stuff, and are just trying to come up with a lame excuse.