Cell membranes are composed of a phospholipid bilayer. The phosphate group of the phospholipid dissolves in the water, as it is polar, allowing the water molecules to surround it. The bilayer is composed so that the phosphates face outwards. The hydrophobic tails of the phospholipids remain inside the bilayer and these do not dissolve in the water. The fact that only the phosphate group of the bilayer dissolves but the tail doesn't means the membrane can maintain its structure.
