As long as the order is lawful and the person giving it has the power and authority to do so then yes, there is a requirement for it to be followed.
If a colonel orders a sgt to shoot a group of POWs, for example, he may have the power, he may have the authority (though I doubt it) but the order is unlikely to be lawful under the Geneva Convention (or International Law).
Not an expert in this, just something I remember from IOT.
No sympathy for the original case, though, thin end .....
STH