Hi Stefan, I'm not sure what experiment you want to do, but if you just want cell membrane lipids without proteins, I would just use proteinase K and/or trypsin to digest all of the proteins associated with the membrane. Also do occasional sonication to expose inner membrane proteins to the proteinases.
Membrane lipids have a high CMC, so you can dialyze away cleaved peptides using a 3-8K dialysis bag. Proteinase K and trypsin are easy to inactivate.
@Paula what is "supercritical fluid extraction with carbon dioxide"?
I'm still not sure of what you are trying to do so I don't know if this helps, but here is a way to use triton X-114 phase separation to isolate membrane lipids and membrane protein.