High tryglicerides, HDL & LDL Levels

Dear Sir,
I am 38, I have high tryglicerides-417 with VLDL - 83, LDL - 106 & HDL - 39 three months back, so I put my self on controlled diet and did little excercise as well. I lose 8 Kg weight in three months and came down from 74 to 66 Kg which is ideal weight for my height. As prescribed by Doctor I also took Lipicard 160 mg for two & half months., I stoped Lipicard 160 mg and after three weeks my lipid figures are : tryglicerides - 188, VLDL - 37, LDL - 144, HDL - 30 . Its is surprising that tryglicerides have come down drastically to 188 (almost 110 % i.e. 230 points down ), VLDL come down from 83 to 37 (again more than 100 %) but contrarary LDL have gone up by 38 points to 146 (almost 38 % ) and HLD have come down to 30 from 39 (down by 30 % ). My question is why good cholesterol (HDL) have come down while bad Cholesterol (LDL) have gone up even after controlled diet ? How same diet bring down tryglicerides and VLDL but not LDL ? Why HDL (good cholesterole) have gone up even after good diet ? Is't it medically contrarary when tryglicerides and VLDL are coming down while LDL going up (at the same time HDL going down) ? My Doc. says Is hould do more excercise and it will settle down or he say take lipicard again for three months., I dont wish to make my self habitual of taking cholesterol control drug., as per weight I can not afford to lose more weight otherwise other complications may arise due to under weight., but I can do more excercise., Please guide me, I am confused, whether I should stop medicine & do only exercise or continue same drug or change the drug ?
Thanks