It would definitely help your skiing. The question is how much, and if would be worth the risk. Normally steroids or other forms of doping is used because it gives such a big advantage, or enables you to just edge past your opponent, that some people find it's worth the risk, both regarding your health and getting caught.
However I don't see steroids, for example, giving much advantage in freestyle skiing. The muscle strength you need to perform at the highest level can be achieved by anyone, just by working out and following a diet.
So, in short, no.
