This paper is about the challenges encountered when a novice researcher with insider status puts a qualitative methodological approach into practice. It analyses the ethical dilemmas that confronted the novice researcher when entering the data collection phase using a case study approach and semi-structured interviews and observations. Insider research opens a Pandora’s box of ethical and emotional dilemmas for the novice researcher. Initial forays suggest that there is a dissonance between the theory and practice of this methodological approach and that when the researcher enters the data collection phase they encounter risks to self, risks to researcher–researched relationships, and risks to insider status. The ethical tensions that developed imposed a block to the progress of the research. The dilemmas were navigated using strategic risk-taking on the part of both the researcher and the researched. This paper problematized the moral conduct of research and provided a process for addressing it. The issue is significant for all researchers as insider dilemmas are never resolved, but they can be dealt with while remaining ever vigilant for their recurrence.