If you are an employee of a company and learn that it is violating the law, what would you do?

What would you do in this situation? How would you report the illegal activity? Under what conditions would you keep quiet? It does not matter what the situation is, I was in this situation once when I worked for a particular company. I want to know what to do in this situation.If you are an employee of a company and learn that it is violating the law, what would you do?
OK, I am not going to ask you what it is, but Ill give you some examples. If it was something small(ish) ie not actually breaking the law, yet immoral/ not that good, I would leave the company on moral grounds. However, if it was illegal, I would leave and take them to court, as if big businesses are allowed to do illegal stuff, that is giving ordinary people the wrong idea, that its OK to be illegal. We need a more sense of values in this society. Stand up for what you believe in, even if you are standing alone.