TheBear, I used to work as a counselor in the joint, primarily with diversion and work release guys but also a heavy case load of PO clients. I have given thousands of urine tests (UAs).
The tests are usually done on the cheap. Each drug has to be tested for individually... so most tests are just for the basics... coke... grass... opiates. If your PO suspects you of using something they can require a broad spectrum test... this will pick up extra stuff like PCP... meth... valium... etc... They are reluctant to do this cuz they ARE on a budget.
One of the myths about tests is that the detection of a trace element of a drug in your system will be a positive test. It is not. The level of the drug has to be in a certain range to be considered a full positive. (The military has much higher range requirements than a PO. That is why guys in the military are SOL if they test positive 'cuz there level has to be so high they are just plain idiots. They almost have to be walking into the test room with a joint hanging out of their mouth.) I have seen many guys come back with a test indication of grass in their system or another drug... and they did not get an added charge for a positive test because their test range was not high enough.
Your PO can request that you be tested for steroids... but it is not likely that they will unless you give them reason to (like showing up wearing a wife beater and sporting 22 inch arms and boasting how you like to crush guys heads for fun.) For the most part if you don't act like a dick and you don't get a PO who is a dick you shouldn't have any problems.
That said... you definitely should not be using while on probation. You can be tested for steroids. It is very rare, but I personally know one guy who ended up getting sent back to prison for 3 years federal for using deca. (His PO was a major dick.)
It CAN happen and it isn't worth the lost time out of your life.