For a change, we actually want to increase something in your body-your HDL levels. HDL is the good kind of cholesterol, the kind that's carried by high-density lipoproteins.You want as high an HDL level as possible-at least greater than 40.he best way to increase a person's good cholesterol (also known as HDL) is to make certain lifestyle changes. Quitting smoking, losing weight and participating in aerobic exercise all have been shown to increase HDL cholesterol.