I'm one of those with high cholesterol thanks to my ancestors. Diet and exercise only has limited results, but it doesn't hurt. Drugs is the thing for me.
Here is another really good show, I saw a couple of weeks ago. you can watch it online. It explains a lot including what happens to your arteries. Also says some new drugs coming out to higher your HDL levels, Hooray for drugs.
http://www.pbs.org/wgbh/takeonestep/heart/