When the boss asks you to do something unethical, it's difficult for most employees to say no. By doing so, you may feel that you risk consequences: being accused of insubordination, getting fired or being labeled as a goody-two-shoes. But it's possible to maintain an ethical stance and keep your job as well. Usually a boss will respect an employee for taking a stand against unethical behavior, when the reasons are given with the right attitude.
Think over an unethical request from your boss and its consequences. Consider why you think the request is unethical. Decide whether the request is unethical according to your values, society's values or both. Determine if your reasons make sense to you and whether they will make sense to your boss.
Write down your objections to your boss' request before you give a reply. Read them over to yourself to reinforce your "no" reply. If your boss demands an immediate answer, maintain a respectful and courteous attitude, and tell him that this is something you need to think over. Don't be bullied into saying yes.
Meet with your boss and give your "no" reply. State your reasons with frankness and courtesy. Be prepared for a rebuttal. If there is a rebuttal, restate your reasons firmly but with a good attitude. Do not criticize your boss for her unethical request or act righteously indignant.
Remind your boss of your enthusiastic compliance with her wishes in the past, and say that you will continue to comply with any ethical or neutral request.