Long term use of any corticosteroid such as methylprednisone (Medrol) causes immune suppression and osteoporosis in both males and females. This could lead to an increased risk of microfractures when lifting. There have also been rare instances of pain in the hips and shoulders (perhaps other large joint areas in the body) leading to joint destruction and subsequent replacement. This is the worse case scenario. Most likely, short term dosing will not do much harm. I would supplement with lots of calcium and Vitamin D. Unless you have lupus or severe arthritis, ask what else could be used to correct or ease your condition.
Personally, I think most M.D. are very conservative in prescribing anything other that what is status quo for fear of malpractice. Do your research. You are the consumer and it's your body. There are alternatives out there.