http://www.forbes.com/forbes/2007/0416/054.html shows there are good HDL and bad HDL. HDL is less understood and more complicated than LDL. Exercise + diet is the natural HDL booster, better than medication.
30min exercise 5 times a week. Examples of brisk, aerobic exercise include walking, running, cycling, swimming, playing basketball and raking leaves – anything that increases your heart rate.
Moderate use of alcohol has been linked with higher levels of HDL cholesterol.