Do you mean transmembrane protein? Than you should use TMHMM or HMMTOP predictors. Or proteins with amphypatic helices? Than you should try to detect these regions e.g. by using EMBOSS Pepwheel (http://www.tcdb.org/progs/?tool=pepwheel). To have an overall picture about the hydrophobicity of the protein, you can also make a charge-hydropathy plot (A.K.A. Uversky plot, PMID: 11025552), where a highly hydrophobic protein has higher propensity to bind lipids. But do not forget, that lipophylicity is much more a structural than a compositional property. A protein with high hydrophobic residue content can be soluble and hydrophilic, if the hydrophobic core is buried, and a highly charged and disordered protein can have a short segment, which can form amphypatic helix, and can bind lipids.
There are also many known domains with lipid binding affinity. You can submit your sequence to Pfam ( http://pfam.xfam.org ) and check if any of the predicted domains have lipid binding function. Of course this is completely different compared to transmembrane proteins, which have lipid environment.