Personal Ethics v. Business Ethics
Ethics is a discipline concerned with judgments based on moral standards and the reasoning therefrom. It is not the simple reliance on values or the search for value consensus. Whereas our personal ethics are linked to our values, business ethics is the application of ethics principles to issues that arise in business (Baron, 2009). For a firm, policies must be both general and consistent and cannot be dictated by the personal values of whoever happens to occupy a particular managerial position at a particular point in time (Id).
Our social norms and personal ethics have an effect on our personal and professional lives. In situations where one’s personal ethics are in conflict with his or her organization’s ethics, the individual may choose to conform to the organization’s ethics or leave that organization. When you feel that strongly about the disconnect between your personal ethics and that of your organization, then you might as well leave. I’d say, if you cannot take the heat, get out of the oven. However, if you desperately need to remain with that organization, then I bet you can shut up, conform and put up with the pain and suffering.
Reality check
Leaving a company because of ethical conflict is easier said than done. Sometimes the individual decision-making process is tougher than anticipated. For example, how would an anti-war person who works with an ammunition manufacturing company handle the difference in ethics, if any? How about a pro-life advocate whose job requires pro choice counseling? Do you just quit your job because you don’t agree with the organization’s ethical practices? How would you cater for yourself or loved ones if you walk away? During these times of higher job losses, would it be economically feasible for you to walk away from your job because you don’t agree with the ethical decision-making process? Some argue that when your personal ethics is in conflict with your organization’s ethics, such conflict will lead to a reduction in productivity. Well, I don’t think that’s always true. For example, if your job requires you to market products that you don’t ‘believe in’, then maybe the discord between your personal ethics and that of your business could lead to a lackluster performance. However, if you are an accountant who is not necessarily exposed to the marketing or R&D portion of the job, you may be able to continue being productive. Tough decision right? Well, I guess it’s all up to you. You need to look at the big picture, weigh the pros and cons, and make the best decision for ‘you’. Also, you need to remember, not all our values are necessarily ethical.
For a complete guide to business ethics, you may read Carter McNamara’s Complete Guide to Ethics Management @ http://www.managementhelp.org/ethics/ethxgde.htm
Some good books on ethics are:
Ethics: Theory and Practice by Jacques P. Thiroux
Sleeping Dogs: Ethics in the Workplace by George Mazzeo
Business and its Environment by David P. Baron
Reference
Baron, D. P. (2009). Business and its environment (6th ed).

Hahaha. Well if you happen to be a pay cheque worker, then your ethics does not matter, just get on with it.
However, if you go for jobs which you would do even if you won the lottery, like writing your blog even though you don't get paid for it, then you can question your ethics.