What are my legal and ethical obligations in light of finding out my employer is stealing cable TV?

I work at a living facility with 50 or so rooms and each one has a cable hook-up. I recently found out that they have no cable account at all, they pay no cable bill. Yet they advertise that they have cable in brochures. Then, I was 'written up' because I divulged this information to a resident who demanded to know why we couldn't call the cable company to fix his reception problems. Is it possible for illegal activity to have a confidentiality to it that can legally bind me? Real problem, please let me know what you really believe is right, and any legal info would be great, too.