1. A bile acid or bile salt fatty acid conjugate of general formula II W-X-G  II in which G is a bile acid or bile salt radical, which is optionally conjugated in position 24 with an amino acid, W stands for one or two fatty acid radicals, each having from 6 to 26 carbon atoms, and X stands for a separate nitrogen bridge (-NH-) between said bile acid or bile salt radical and each fatty acid radical. 2. A bile acid or bile salt fatty acid conjugate according to claim 1, wherein the bile acid is a member selected from the group consisting of cholic acid, chenodeoxycholic acid, ursodeoxycholic acid and deoxycholic acid. 3. A bile acid or bile salt fatty acid conjugate according to claim 1 or 2, wherein the amino acid in position 24 is glycine or taurine. 4. A bile acid or bile salt fatty acid conjugate according to any one of claims 1 to 3, wherein conjugation with the fatty acid radical is at position 3 of the bile acid nucleus. 5. A bile acid or bile salt fatty acid conjugate according to any one of claims 1 to 3, wherein conjugation with the fatty acid radical(s) is at a position selected from the 6, 7, 12 and 24 positions of the bile acid nucleus. 6. A bile acid or bile salt fatty acid conjugate according to any one of claims 1 to 5, wherein conjugation between the fatty acid radical(s) and the bile acid is in alpha or beta configuration. 7. A bile acid or bile salt fatty acid conjugate according to any one of claims 1 to 6, wherein the fatty acid is a saturated fatty acid selected from the group consisting of behenylic acid, arachidylic acid and stearic acid. 8. 3beta-Behenylamido-7alpha,12alpha-dihydroxy-5-cholan-24-oic acid. 9. 3beta-Arachidylamido-7alpha,12alpha-dihydroxy-5-cholan-24-oic acid. 10. 3beta-Stearylamido-7alpha,12alpha-dihydroxy-5-cholan-24-oic acid. 11. N-(-Carboxymethyl)-3beta-stearylamido-7alpha,12alpha-dihydroxy-5beta-cholane-24-amide. 12. Bile acid or bile salt fatty conjugates according to any one of claims 1 to 10, wherein W stands for two fatty acids which are conjugated at positions 3 and 7 of the bile nucleus. 13. A pharmaceutical composition enabling dissolution of cholesterol gallstones in bile, preventing formation of such gallstones and enabling prevention and/or reduction of arteriosclerosis, the composition comprising a suitable carrier and, as active ingredient, a bile acid or bile salt fatty acid conjugate of general formula II according to any one of claims 1 to 12. 14. A pharmaceutical composition according to claim 13 in tablet, capsule, solution or emulsion form. 15. A pharmaceutical composition according to claim 13 or 14 further comprising a compound selected from the group consisting of a carrier, a solvent, an emulgator, an enhancer of absorption, an inhibitor of cholesterol synthesis, and an inhibitor of cholesterol secretion into the bile. 16. A pharmaceutical composition according to any one of claims 13 to 15 comprising from 0.1 to 1.5 g of the active ingredient per unit dose. 17. Use of a bile acid or bile salt fatty conjugate according to any one of claims 1 to 12 or of a pharmaceutical composition according to any one of claims 13 to 16 for the dissolution of cholesterol gallstones in bile and for the prevention of the formation thereof. 18. Use of a bile acid or bile salt fatty conjugate according to any one of claims 1 to 12 or of a pharmaceutical composition according to any one of claims 13 to 16 for the prevention and/or reduction of arteriosclerosis.