Translocation of peptides through cellular membranes is a fundamental problem in developing antimicrobial peptides and in drug delivery. There is a class of peptides, known as cell-penetrating peptides, that are able to penetrate membranes without disrupting them. They can carry pharmacological compounds, thus a promising strategy for drug delivery. The physical mechanisms that facilitate translocation are not known. We have used large-scale molecular dynamics simulations to study the penetration of transportan across a zwitterionic dipalmitoyl-phosphatidyl-choline (DPPC) bilayer. We obtained the free energy profile for one peptide inside the bilayer and discuss the response of the bilayer to the presence of transportan. We also discuss the importance of lysine residues and speculate on the possible penetration mechanism of the peptide and propose a graded-like penetration process.