Start slow. If you decide you're going to run a mile tomorrow and eat nothing but a salad, you'll fail and be back where you started.
Since you live in a climate where you can't exercise outside year round, I recommend a gym membership or an exercise bike. Preferrably one with handles that let you move your arms too but that's not absolutely essential. You can get a cheap bike for like $100-$150. Check some classified ads to see if you can get a deal on a used one if you can't afford that.
Fiber helps with cholesterol so try eating more of it. Dried fruit is small, doesn't go bad, and is loaded with fiber. Try having raisins, prunes, dried apricots, or some other dried fruit with on the side with one (or better yet every) meal a day. Oatmeal makes a good breakfast too and it's high in fiber.