What parts of the brain are affected by drugs? By your drug?

Some drugs work in the brain because they have a similar size and shape as natural neurotransmitters. In the brain in the right amount or dose, these drugs lock into receptors and start an unnatural chain reaction of electrical charges, causing neurons to release large amounts of their own neurotransmitter.
Some drugs lock onto the neuron and act like a pump, so the neuron releases more neurotransmitter. Other drugs block reabsorption or reuptake and cause unnatural floods of neurotransmitter.

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All drugs of abuse, such as nicotine, cocaine, and marijuana, primarily affect the brain's limbic system. Scientists call this the "reward" system. Normally, the limbic system responds to pleasurable experiences by releasing the neurotransmitter dopamine, which creates feelings of pleasure.

http://teens.drugabuse.gov/facts/facts_brain1.asp

An undetermined percentage of steroid abusers become addicted to the drugs, as evidenced by their continuing to take steroids in spite of physical problems, negative effects on social relations, or nervousness and irritability. Also, they spend large amounts of time and money obtaining the drugs and experience withdrawal symptoms such as mood swings, fatigue, restlessness, loss of appetite, insomnia, reduced sex drive, and the desire to take more steroids. The most dangerous of the withdrawal symptoms is depression, because it sometimes leads to suicide attempts. Untreated, some depressive symptoms associated with anabolic steroid withdrawal have been known to persist for a year or more after the abuser stops taking the drugs.

http://www.drug-addiction.net/anabolicsteroids4.html