How do they work?
Plant sterols and stanols act very much like cholesterol itself: Soft and waxy, they serve as building blocks for hormones, vitamins, and cell walls. These structural similarities give them their cholesterol-lowering capabilities. As sterols travel through the digestive tract, they compete with cholesterol, so some of the sterols are absorbed into the bloodstream instead of artery-clogging cholesterol. The bonus: Studies show that sterols and stanols don't affect artery-protecting HDL cholesterol.
I think this is very interesting:
Here are more information about Sterols and Stanols from Livestrong.com: