I am familiar with the study at http://thehealthyskeptic.org/the-most-important-thing-you-probably-dont-know-about-cholesterol and with a number of other studies that support this viewpoint.  Many people think LDL & HDL’s are fats when in fact they are a delivery system.  Our body makes whatever cholesterol we need so trying to lower it can be unnecessary, and many people now believe cholesterol is not a precursor or an indicator of heart disease.  The more active a person is, the more cholesterol we tend to make so our body is adequately fueled.  Please review a question I had about cholesterol and the theory you mention. The link is  http://www.dietfitnessdiva.com/blog/2009/9/25/i-exercise-a-lot-but-have-a-cholesterol-reading-of-234-with.html

I think this will address your concerns.  On a personal note, both my husband and myself have high Cholesterol and HDL levels but very good ratios of HDL to LDL.  We also have normal levels of sugar in our blood and have normal blood pressure levels.  Our physicians have told us both that they have no concerns about our cholesterol.

Ancel Keys was the researcher who originally postulated a connection between saturated fat, cholesterol and heart disease.  By the time he died in 2004, he had reversed his original position on cholesterol, however the horse was well out of the barn by then.