i know you posted this a long time ago, and you've hopefullly been off the
prednisone for quite some time, but i figured i'd answer your questions.
i've spent more time on pred than off it (since i was 4 or 5 years old!) because of my asthma. prednisone is a miracle drug that frequent users love to hate. it works quickly and effectively, and is pretty safe in short term use like you've had. in long term use (some people are on it for several weeks, months or even years) it can cause your bones to thin by robbing them of the calcium. while taking pred for any length of time, try to increase your potassium intake (orange juice, bananas...) since pred also lowers those levels. prednisone also carries a risk of cataracts (with long term/frequent use). other side effects are insomnia.
pred makes you incredibly hungry - so just the extra intake of food can make you gain weight, especially if you're not breathing well, since you won't be as active. with long term use, it can give you a puffy face. the weight you might gain is NOT going to be the weight your looking for (mass). for whatever reason, the weight tends to be deposited around your stomach.
how it differs from anabolic steroids - i have no clue. i know nothing about anabolic steroids, but this is not the drug of choice for what seems to be your desire of increasing muscle mass with weight training.
its important to taper off the pred rather than stop it all at once. it takes some time for your adrenal gland to being working again, since pred basicly tells the gland to take a vacation. of course, the longer you're on pred, the harder it is to taper and jump start your adrenal gland.
hope this answered some of your questions.