I had this problem while on but after I got off they would return to normal. If they stay up I would try and take measures to correct it. It is good that you are getting the blood work done. Oh, when I say take measures to correct it I mean through natural ways like correcting your diet etc.
Watch the combinations of steroids, from there check your diet. My cholesterol is always fine when on. HDL does drop a tad and ldl raise a bit, but all levels healthy.