Like DHEA, Pregnenolone is also a pre-cursor hormone, and it is the first hormone the body makes from cholesterol.  (Cholesterol is the mother of all steroid hormones.)  Pregnenolone regulates the balance between stimulation and inhibition in the nervous system, increases resistance to stress, improves physical and mental energy, enhances nerve transmission and memory, reduces pain and inflammation, and blocks the production of acid-forming compounds.  A deficiency in this hormone is almost always seen along with lowered DHEA.  This hormone, too, can be found in the health food store.