There are two issues here: fixing the problem, and preventing it from happening again.
The fix depends on exactly what kind of column you have. If it is a bonded-phase column on a silica substrate, you may be able to reverse-flush the column with something that will solubilize your fatty materials. Isopropanol, or perhaps isopropanol with some methylene chloride. If you do this, be sure that you keep the flow rate low (IPA has a high viscosity), and make sure that when you switch solvents, everything is miscible (e.g., aqueous buffer - water - IPA - IPA+MeCl2 - IPA - water - buffer.). There is, of course, no guarantee that you will be able to get the junk off, and it may be cheaper to simply replace the column.
If the column is a resin-based material, then this sort of non-polar solvent rinse has a high risk of swelling the resin and killing the column. I would contact the column vendor for advice on regenerating that type of column.
Prevention has already be covered in the previous posts: a guard cartridge as a minimum (if all else fails, its a lot cheaper to trash a cartridge than an analytical column), SPE, liquid-liquid extraction, etc.