"You can't follow an illegal order"? About My Lai catastrophe?

I was watching American Experience about My Lai and one soldier who was there mentions that he takes crap because of the massacre by people saying "You can't follow and illegal order" to which he replies "Trust me. There's no such thing" - cus the military is the military. Is this true in all circumstance and considering what occurred did Calley and Medina deserve dishonor since they were told the village was nothing but VC and to raze it? If they or any soldier could have refused, how would it go down?