Burn2live, where did you hear or read that?
Last semester I had to give a presentation on drugs in sport. The coordinator gave me a really nice paper on the history etc of performance enhancers in sport. Unfortunately I had to return it to him, but the information is documented in academic literature. I have the presentation here somewhere, will go find it. It may have the reference at the end actually...
Charles Édouard Brown-Sequard, 1889, injected himself with dog and guinea pig testicles extract
“Increased his physical strength and intellectual energy, relieved his constipation and even lengthened the arc of his urine”
Also, before this apparently there were animal experiments done. Here's the reference to the paper:
Foster, Z.J. & Housner, J.A. 2004, "Anabolic-androgenic steroids and testosterone precursors: ergogenic aids and sport", Current Sports Medicine Reports, vol. 3, no. 4, pp. 234-241