Disobedience of orders within a military hierarchy in wartime will certainly lead to court-martial, and in serious cases may result in a death sentence.
Did some digging, luckily you are now obligated as a German soldier to disobey:
http://en.wikipedia.org/wiki/Command_and_obedience_in_the_Bu... "He must not obey if the order violates others' human dignity, international law or consists of a crime (including a misdemeanor)"
Well not back then of course.