It depends on the context.  If you are talking about any kind of *official* disciplinary system with rules and punishments, then any of these may work:  *infraction, violation, transgression, breach, contravention* and various others.  In this case, for example:

> Dying your hair pink is a serious **transgression** of school policy.

You can also say the action itself is *banned, restricted, prohibited, forbidden, barred,* or simply *not allowed*.

> Dying your hair pink is **against school policy**.

If instead you are talking about something that goes against social or moral norms, you could use (with varying degrees of severity): *taboo, anathema, frowned on, proscribed, off limits, no-no, unmentionable, abomination, faux pas* and others:

> Smoking in restaurants, which once was common practice, is now practically a **taboo** in many parts of the United States.

(edit) These terms cover a wide range of *severity*.  As mentioned in the comments, "transgression" is pretty serious, while "against the rules" is fairly mild.  Please provide more details about how "bad" you want it to sound, and I can be more specific.