One of my most important lessons from business school came before the first class began. It’s been useful for me since.
Columbia emphasizes ethics. Orientation included a class on ethics. The case was an employee who witnesses someone breaking a rule. Reporting it would potentially harm him and certainly someone else for something that may have been minor. Not reporting it would benefit himself, but at the cost of becoming complicit.
The first thing I learned in this case (not the main lesson) was to understand the case as an instance of a general class of ethical dilemmas where a protagonist has two choices

1. To act according to his or her values but lose materially
2. To violate his or her values and gain materially

Other classes of ethical dilemmas exist, but this one shows up a lot. I think of it daily, like when I consume something unnecessary. For example, when I consider turning on an air conditioner on a hot, humid day my choice is between not polluting and enduring discomfort or polluting and enjoying comfort. Different people may view situations differently or have different values, so ethical situations for one person may not be for others.
Back to the case. The professor leading the session, the Michael Feiner of “People join good projects and leave bad management” fame, led the class in discussing the protagonist’s potential courses of action. After some discussion Michael said

When you have two options you don’t like, create more options.

So simple! So obvious in retrospect. It creates such a change in perspective that you go from stuck choosing things you don’t want to creating new things you do like. You activate the parts of your mind that create instead of those that decide.
His stating it so simply made it resonate, particularly in the context of a challenging ethical dilemma, which gave it greater gravity. Also, seeing the general class of dilemma generalized the solution.
A couple semesters later, in a negotiations class, I saw a game theoretical restatement of the same solution, which says

If a game leads only to outcomes you don’t like, change the rules of the game.

The process — the advice doesn’t solve the dilemma, it only changes it — enables the protagonist. You don’t have to resign yourself to accepting the hand you’re dealt.
The value of the lesson is significant: it empowers people in difficult situations. The more situations you can find to fit the ethical dilemma class, the more situations you can empower yourself in and make yourself active.
A third statement of the advice comes from the great book, Getting to Yes. One of its four main pieces of advice is to

Invent options for mutual gain.