My boss has recently been asking me do things that I feel are unethical / illegal. I was not aware the first time, but the second time when they by-passed the person that usually does this task and asked me to do it again, I felt something was wrong. The first time the job was given to me directly by the boss. On the second ocassion it was given to me by one of the other managers. I phoned this manager and told him I am not comfortable doing this. I asked someone to stand in my office when I made the call.
It goes without saying that an employer cannot force you to do something illegal or unethical, although the definition of unethical may vary from person to person.
I would recomend that you find out whether what you are being asked to do is in fact illegal before confronting anyone. I do not know what field you work in or whether or not you are a member of a union, in which case you may be able to contact them for assistance in determining the illegality of the instruction.
Another option is if there is an ombudsmen for your industry, they will also know what is legal or illegal in your industry.
To dismiss someone for failing to carry out an unlawful instruction is an automatically unfair dismissal and those you communicate any illegal or unethical behaviour are protected by the Protected Disclosures Act.