So, on the various occasions I've had to fill out a medical form that asks what medications I'm taking I'm always truthful and put down finasteride 1.25 mg daily. Not once has a doctor asked me how I got the medicine. Actually, I don't think you even have to tell them. If they did, I would happily say that I get it out of country. However, if you feel uncomfortable saying that then just make something up involving a Dermatologist. "I got a prescription from my Dermatologist, Dr. Schneider". I know that if you take Finasteride, then you can't donate blood...never lie about your medications to blood banks.
Honestly, I don't think the doctor will even ask how you obtained the drug. He might even ask what it is, that's what my orthodontist did.