I would not use anchovy oil to regulate cholesterol levels purely on the basis of one womans claims. The point about anchovy oil, as with any fish oil supplement, is the presence of Omega 3 fatty acids, which are claimed to have many health benefits, from lowering blood pressure to reducing triglycerides to preventing heart rhythm abnormalities, but when you look at the clinical evidence and studies, that link suggests they are actually no better than placebo.
http://edition.cnn.com/2012/09/11/health/health-fish-oil/index.html
As for statins, I would agree with Sqads first comment, pretty much. Some high profile Doctors are enthusiastic exponents of the preventative benefits of statins, and now want to reduce the threshold at which statins are prescribed - from having a 20% risk of having a heart attack in the next 10 years to 10% risk. Given the well known and documented side effects of statins, this would lead many more people to potentially experience such side effects, for not really very well articulated protective benefits.
Personally, if I was advised that I was at a relatively high risk of a heart attack over the next 5-10 years, I would probably take statins, along with changing diet and all of that. But not otherwise.