High density lipoproteins are produced by the liver as protein-lipid complexes with a characteristic discoidal shape. A crystal structure is available for the chief protein component of these complexes, apolipoprotein A-I, but controversy about how this protein is situated with respect to the lipid components has flourished for lack of experimental techniques that can characterize protein structure in a lipid environment. New spectroscopic techniques developed to address this problem now indicate that apolipoprotein A-I is arranged as a helical belt around a bilayer of phospholipids. This is an important step towards understanding how these lipoproteins regulate cholesterol transport.