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Lipoproteins are the principal means by which lipids (fat) are transported in the blood.  These lipoproteins are characterized by their density: high density lipoprotein (HDL), low density lipoprotein (LDL), very low density lipoprotein (VLDL).  The first stages of cholesterol build up in the blood vessels (atherosclerosis) occur when LDL particles circulating in the blood penetrate through the inner lining of blood vessels and become trapped in the walls of the arteries.  Build up of these LDL particles can block the normal blood flow in the coronary arteries and could stop the flow of nutrients and oxygen to the heart muscle, leading to heart attack.