Does anyone know if exercise actually improves your cholesterol?

I just found this on MedicineNet.com: "Cholesterol is a type of lipid, just as fats are. However, unlike fat, cholesterol can't be exercised off, sweated out or burned for energy. It is found only in animal products, including meat, chicken, fish, eggs, organ meats and high-fat dairy products." But, though it may not necessarily aid in lowering cholesterol, exercise does strengthen your heart which can definitely help you recover from heart attack.