Cholesterol is an indispensable molecule in mammalian cell membranes. To truly understand its role in the functions of membranes, it is essential to unravel cholesterol's structure-function relationship determined by underlying molecular interactions. For this purpose, we elaborate on this issue by considering the previously proposed idea that cholesterol's effects on a number of physical properties of membranes have been optimized during the evolution by removal of its excess methyl groups from the alpha-face of cholesterol, thus "smoothening" the structure. Consequently, the methyl groups still attached to cholesterol are one of the most intriguing structural features of the molecule. An obvious question arises: Why do these methyl groups still exist, and could cholesterol properties be further optimized by their removal? Because of the nature of the biosynthetic pathways of cholesterol, and the evidence of decreased interactions between sterols and lipid acyl chains when methyl groups are present, it seems plausible that removal of the methyl groups might indeed lead to stronger ordering and condensing effects of the cholesterol molecule. Atomic-scale molecular dynamics simulations of numerous modified sterols embedded in saturated lipid bilayers demonstrate, however, that the issue is more subtle. The analysis reveals a complex interplay between the lipid acyl chains and the structural details of cholesterol. Changes in cholesterol structure typically do not improve its performance in terms of promoting membrane order. This view is substantiated by a detailed analysis of the simulation data. In particular, it highlights the importance of the methyl group C18 for cholesterol properties. The C18 group resides between the third and fourth ring of cholesterol on its "rough" beta-side, and the results provide compelling evidence that C18 is crucial for the proper orientation of the sterol. More generally, the data provide insight into the role of the methyl groups of cholesterol.