This study identifies some of the ethical issues that arise in the everyday practice of researching in collecting interactional data. A form of conceptualizing ethics in research is proposed as awareness of the social dimension of research practices and their transformative nature. The collection of ethnographic data—including interviewing, observing, audiovisual recording, and other methods—is achieved by means of social interactions that necessarily imply issues of face, relevance, appropriateness, politeness, and identity, to name a few. Research activities have an impact on both the setting and the participants in the study, in fact, they become part of the setting studied. At times, participants may be using the research activity for their own ends. It is important for researchers to be aware of and responsible for the impact they have on the setting under study. Some ethical problems encountered conducting actual research activities are discussed as an illustration: issues related to negotiation of consent in semipublic settings and to the protection of informants' anonymity. The actual resolution of these problems is presented as research findings from the everyday practice of doing research. Systematic reflection on the social and interactional dimension of how ethical decisions are taken during actual research activities could make legislation on the protection of research participants and ethical guidelines more realistic and useful.