You are only required to carry out management instructions that are reasonable and would not involve you in breaching your contract of employment. They should not put you or any other person in danger, or contribute in any way to carrying out a criminal offence.
If you are asked to carry out instructions that you believe are unlawful or dangerous, you may find some useful support via the Public Concern at Work website, which also has a free helpline. Tel: 020 7404 6609.
If your concerns are about health and safety, check out the Health and Safety Executive website.