Research has shown that it is as important to have high levels of good cholesterol (HDL), which helps remove harmful cholesterol (LDL) from the bloodstream, as it is to have low levels of LDL, which transports cholesterol to cells of the body. For every ten milligrams you increase your HDL level, your heart attack risk can decrease by as much as 50 percent. Ways to increase HDL levels include losing weight, quitting smoking, and doing aerobic exercise on a regular basis.