With its wealth of readily and often publicly available information about Web users' lives, the Web has created new opportunities for conducting online research. Although digital data are easily accessible, ethical guidelines are inconsistent about how researchers should use them. Some academics claim that traditional ethical principles are sufficient and applicable to online research. However, the Web poses new challenges that compel researchers to reconsider concerns of consent, privacy and anonymity. Based on doctoral research into the investigation of online medicine purchasing, this article presents a case study involving online forums, and reviews the existing ethical guidance surrounding the Web. The suggestion is that new ethical guidelines, particularly in relation to informed consent and participants' own perceptions of what is public or private, are needed owing to the unique challenges of online research.