Great question! Vitamin D deficiency is very common and is related to cholesterol and sugar/insulin control. Getting enough of it should help improve the conditions you describe. I'm including some sites for more detailed information.

Here are a couple links to books you can take a peek inside:
http://books.google.com/books?q=triglycerides+%22vitamin+d%22&btnG=Search+Books
http://books.google.com/books?q=%22vitamin+d%22+fatty+fish&btnG=Search+Books
http://books.google.com/books?q=%22sugar+control%22&btnG=Search+Books

And links to some great sites on related dietary changes:
http://www.vitamindcouncil.org/treatment.shtml
http://www.healthcentral.com/heart-disease/c/1435/47556/hdl-naturally
http://heartscanblog.blogspot.com/2008/08/vitamin-d-and-hdl.html
http://heartscanblog.blogspot.com/2008/05/hdl-for-dummies.html
http://heartscanblog.blogspot.com/2008/09/triglycerides-divided-by-five.html
http://heartscanblog.blogspot.com/search?q=fish+oil

I hope this helps some!

Good luck!