It is necessary to put your lipid in a vacuum because residual chloroform can seriously alter the physical properties of the reconstituted membrane. To insure consistent experimental results, it is necessary to remove chloroform, and other organic solvents, to a minimum amount such that it does not affect membrane properties. Blowing a stream of inert gas, i.e. nitrogen or argon, over your lipid solution simply removes the bulk organic solvent. Organic solvents can be trapped in the lipid, especially when the lipid dries as a film or oil. To remove the trapped solvent, it is necessary to subject your sample to a good vacuum. Avanti recommends at least 2-4 hours under vacuum for small samples (~ 1 mL) to insure proper removal of solvents. Larger samples may require extended drying, i.e. overnight. Heating is usually not required provided your vacuum is sufficient (< 1000 mTorr). To minimize oxidation of unsaturated bonds, it is recommended the vacuum be purged with an inert gas.
See the link below for further instructions on how to remove organic solvents from a lipid sample using a stream of inert gas.