That's possible, but it still doesn't mean you think of yourself as the bad guy. Imagine you were in the American south during the 1850s and helping slaves escape via the underground railroad to the north or Canada. You "definitely know" you're breaking the law. But would you consider yourself a bad guy for doing so?

Now put that same conviction and moral resolve into someone who is actually doing evil. Earlier I mentioned Magneto, who in the first 'X-Men' movie was going to use a machine to make everyone into mutants, thereby ending fear and hatred against his kind.

From his perspective, it's worth operating outside the law to do something so beneficial (ending discrimination) for society. Of course, by using his machine, he'll end up killing billions of people. But he doesn't care about that. And that's what makes him a really bad guy.