MDMA is usually called "ecstasy" when sold on the black market (which is the only place you can get it, since it is currently illegal in every country on this planet). Unfortunately, pills sold as ecstasy quite often contain an "adulterant", meaning something other than MDMA. This includes non-harmful cousins to MDMA such as MDA and MDE, as well as moderately dangerous substances such as DXM and extremely dangerous substances such as PMA. For more information on DXM and PMA, please visit www.dancesafe.org.
It is HIGHLY recommended that you test your pills!
In most cases it simply ensures that you're getting what you expect - most people do not consider the effects of MDE to be very pleasant, for example. But more importantly, it might save your life. DanceSafe offers an excellent adulterant screening program, where you can send in a pill and find out exactly what's in it. Or, for $25, you can buy an ecstasy testing kit and test the pills yourself, although currently these kits are limited in what they can detect.