Hi,
Pregnenolone is sold in vitamin shops. I take 40 mg per day. It is a precursor to other hormones- DHEA and progesterone. Then cortisol is made from progesterone. There is a chart on Dr. Lam's site under "adrenal gland basics." http://www.drlam.com/A3R_brief_in_doc_format/adrenal_fatigue.cfm#3
As for whether or not it helps, I don't know how much. It supposedly takes a while to notice improvement. Also, my doctor just did another blood test on me to see if it is increasing in my blood levels. He said I may not be absorbing it. AF can be so complicated, it's hard to know which things help unless you see immediate results.