Remember Se is an antioxidant that binds rather well with a number of heavy metals. While this provides some protection from them, it also likely leaves us with less than optimal levels of Se for thyroid and other roles.
Zinc is in the same column of the periodic table as mercury and cadmium. They are somewhat similar and compete to some extent.
Notice that pregnenolone, an inexpensive supplement is the precursor to progesterone, the hormone very much related to a woman's cycle. Notice it is made from "bad" cholesterol. http://en.wikipedia.org/wiki/File:Steroidogenesis.svg