If her problem is very high triglycerides (>500 mg/dL), then reduction in dietary sugars are needed starting with simple sugars. It is likely, medication would also be needed in such a case and your choice is between fibrates or omega-3-fatty acids (fish oil).
If high LDL is the concern and triglycerides are not >500 mg/dL, you could start a statin such as atorvastatin. This statin will reduce LDL and at lower doses (10 - 20 mg daily) is generally safe with protease inhibitors. If both LDL and triglycerides are high, getting the triglycerides down first is recommended.
Low HDL is common among persons with HIV infection. It is also really hard to improve. HIV therapies such as NNRTIs and boosted PIs do increase HDL. Exercise and moderate alcohol also raises HDL.
Niacin is an option for the costellation of low HDL and high LDL. However, its side effects and ability to increase blood glucose levels have limited enthusiasm for this agent. Niospan may be better tolerated and is an option in select cases whom would have to have fasting blood sugars measured. In your patient with type I diabetes, the effects of niacin on glucose may not be as profound but I would discuss with the patient's diabetes doctor.
DW