The Membrane Protein Page
Here's the diagram I found to show what membrane proteins look like...
In that lovely picture up there, the red and green things represent the phospholipids (the bilipid layer)--the red parts are the polar heads, the green are the nonpolar tails. The blue thing that looks like a scribble is the membrane protein.
There are a few different kinds of membrane proteins. There are transport proteins, which can be ion channels, proteins used in facilitated diffusion, proton pumps, or sodium-potassium pumps. There are also other proteins like marker proteins. Transport proteins and how they work are mostly explained on the main page, in the sections for passive and active transport. They are anchored into the cell membrane by polar and nonpolar areas that are attracted to the polar heads of the phospholipids. This keeps them in place so they don't go sliding through the membrane either way. Marker proteins, or cell surface markers, are like arms on the exterior of the cell. They have chains of carbohydrates attached to them, and they tell what kind of cell it is (like a brain cell, a heart cell, etc.). They play an important role in communication between cells, especially in the immune system.
The diagram on this page came from this website.