Have you tried low-dose Lipitor rather than Zocor? Also CoQ10 supplements are claimed by some to help with this issue.
High-intensity interval training can have a dramatic impact on lipids and glucose levels - I can dig up the abstracts if you are interested. The current advice for non-athletes is warm-up, then 60 seconds maximum intensity on an exercise machine of your choice; 60 seconds rest; repeat 6 times or so (the last time should feel really hard - as in "I really don't want to be doing this" hard). Do this twice or three times a week. Works even on heart failure patients.