Researchers now believe there are several mechanisms involved. First, exercise stimulates enzymes that help move LDL from the blood (and blood-vessel walls) to the liver. From there, the cholesterol is converted into bile (for digestion) or excreted. So the more you exercise, the more LDL your body expels.

Second, exercise increases the size of the protein particles that carry cholesterol through the blood. (The combination of protein particles and cholesterol are called "lipoproteins;" it's the LDLs that have been linked to heart disease). Some of those particles are small and dense; some are big and fluffy. "The small, dense particles are more dangerous than the big, fluffy ones because the smaller ones can squeeze into the [linings of the heart and blood vessels] and set up shop there," says Khera. "But now it appears that exercise increases the size of the protein particles that carry both good and bad lipoproteins."

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Sounds like good news to me. As if we all needed an excuse or reason to exercise