Your supervisor gives you a direct order that you know is against department policy. What do you do? What if the order was against the law?

If you are ever in a situation where you are being forced by your supervisor to look away from the law/directly break a law, you must be alert about it and try to understand the reason behind it. Do not fret and directly file a complaint with the Department of Justice explaining to them clearly as to what happened between the two of you and what he expects you to go ahead.