Actually, it seems that there is a range of cholesterol that is healthy... too much or too little causes problems. Too little cholesterol increases the risk of strokes, if I remember correctly.
There's HDL and LDL Cholesterol. LDL is the "good" cholesterol, HDL is the "bad." I have high HDL and low LDL. Low LDL is often (but not always) due to a sedentary lifestyle like too much sitting at a desk doing a job vs. getting at least 30 minutes of exercise a day.
My LDL came right up as I started bicycling and getting more active. My LDL went down as I did more exercise, took 2,000mg of fish oil daily and took Lipitor. I'm considering getting off the Lipitor after reading this article.