How can exercise be good for cholesterol when exercise causes high blood pressure which causes plaque to clot?

i know they say to lose weight and lose bad cholesterol you should work out. but they also say that working out causes high blood pressure. now isn't it true that high blood pressure breaks open the bubble of cholesterol on the side of the arteries. and when it busts open doesn't it most likely cause a blockage? it seems that if exercise causes high blood pressure which causes breakage of plaque balls which causes blockage which could causes death. why do they say to exercise. like that new show, i used to be fat. i don't know if the tough training they go through is all to great. aren't they taking a huge chance?