Ethical tightrope

So what do you do when you are told by the boss of the dept to not put ever something in writing again because if "we're*" caught doing something illegal (which we are) we cannot feign ignorance.

I can talk about it in our dept but I am not to put it in writing in any way.  

We know what we are doing is illegal (it's a minor illegal thing) but we're doing it anyway.  I've raised the issue in the past but have been told to "Just do it".  I cannot afford to lose my job.  

Here is part of the problem.  Almost all the management gets this illegal piece of info but they don't really see that what we are doing is illegal so it's accepted.  But it IS illegal.  

That I was told to just do it (multiple times) and was told not to ever put it in writing means at the very least my big boss knows it's not kosher.  I'm being an assessory to a crime.  But if I tell, I'm gonna get in trouble.  I work for a big organization and it's likely the big boss could get in very, very big trouble.  

I talked to the aumbuds man (yes, I know it's misspelled and I did that on purpose).  I do not want my organization to ever find this post.  I won't even post the small illegal issue for fear that someone might do a search and my post comes up on page 52 of a search.  

The aumbuds man said this little illegal thing is concerning and while it is, the aumbuds man won't do anything yet because I asked that nothing be done yet...because they'd know it was me who told and I cannot afford reprisal.  

I really, really need to find another job.  My ethics are not permitting me to sleep at night.  

*meaning our dept