The easiest way to improve HDL
is with exercise and
Niacin.
In order to see an improvement from exercise, you need to be meeting the AHA recommended levels of 30 mins of moderate activity most days of the week. This will increase your HDL, but you should not start an increased exercise program without first speaking to your doctor for his OK.
Also, ask him about Niacin, it can increase HDL by over 20%, but has some side effects so please don't start without discussing it with him as well.