You can see in this news story why you should be exceedingly careful about following orders from your management when you believe they are illegal in some way. The litigant in this "whistle-blower" story did lose their job (for which they are seeking redress), but they could have just as easily been a scapegoat when the illegal shredding was discovered. You can always find another job, but conspiring with others to hide information could put you into jail. Do not do it!

Nothing raises my eyebrows more than an order to shred some specific piece of documentation outside of the normal document retention policies set by the company. Personally, I would have taken precautions to do exactly the opposite of this order when it occurred. I would have stored those documents in a secure location until the Feds came looking for them.

HP accused of labor violations cover-up | CNET News.com  

Published: March 22, 2005, 3:06 PM PST

By Ed Frauenheim Staff Writer, CNET News.com

Hewlett-Packard wrongly denied benefits to workers by misclassifying them as "contractors," deliberately destroyed evidence of the problem and retaliated against a whistle-blower trying to rectify the situation, according to two lawsuits.

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