"Even if everyone is doing it, WRONG IS NEVER RIGHT" - Russell M. Nelson 

I think this means to never try to copy people and follow what they're doing because sometimes it is wrong. Also means that if everyone is doing it that doesn't mean that it is right. For example, if the teacher leaves the classroom and everyone starts talking that doesn't mean that it's right and that doesn't mean you could do it. Another example is cheating on a test, we know most people do it but that doesn't mean it is correct therefore never follow what people do unless it is right.