It's a pro-hormone, whose effects are poorly understood. Your body might be just as likely to turn it into estrogen as testosterone. While levels of DHEA are lower in older folks, that doesn't mean that raising DHEA will stop aging.
In general, I don't understand the impulse to experiment on yourself with "supplements." A "supplement" is either ineffective, or it's a drug. If it's a drug, it is likely to be a poorly studied one. You'll be guessing as to dose/response, likely side effects, the time course of your body's response to it, tolerance, etc. etc. etc. And you're choosing to take it without the supervision of a doctor, in a form that is unregulated by the FDA, and hence hard to be sure of the purity, dosage, etc.
It almost seems safer to me, if you're tempted by the "dark side," to just bite the bullet, and get hold of some EPO, along with a zipocrit or comparable hcrit testing hardware. While the risks with EPO are very real, at least a) you know what those risks are, and how to mitigate them, and b) you know that a real performance advantage will result. Does that sound scary to you? A bit like cheating? Fine. Then stick to training, rest, and diet like the rest of us.