Enlarged prostate can cause a rise in PSA and having sex before giving tests may also increase PSA.

Here is some info I found on the subject:

Steroids cause BPH (Benign Prostate Hyperplasia)

BPH is enlargement of the prostate, that usually effects only older men. But, if you use steroids for years, then BPH will probably affect you. Getting BPH from steroids, would depend on how susceptible you are and how long you have used Steroids. Many users of steroids notice a enlarging of their prostate after a while on cycle, making it slighlty more difficult to urinate. There is controversy over what really causes BPH naturally in men, but dihydrotestosterone is thought to be just one possible component. dihydrotestosterone is converted from testosterone in the body and is 3.5 times more androgenic than testosterone. dihydrotestosterone is what gives men their masculinizing sex effects on the body. All androgenic steroids stimulate the same receptors on the prostate (to various degrees called the androgenic to anabolic ratio) in the same way dihydrotestosterone does.

Another mechanism by which BPH might be caused from steroid use, is due to low testosterone levels post cycle. Low testosterone levels and high estrogen, like as seen with post cycle and hypo gonadal men, can actually cause BPH. Many men have had a reduction in BPH when they were treated clinically with testosterone replacement therapy for low testosterone. The prostate usually shrinks back eventually after a steroid cycle, once your testosteron levels get back to normal, but over time I would think this may lead to a more permanent enlargement effect.