Milgram said that if you start small when obeying an authority figure, then it becomes easier to obey and do things that you wouldn't have done otherwise. Once an individual has committed to an action, then it's difficult to know when to draw the line and start to disobey. E.g. in Milgram's study, participants had already 'shocked' Mr Wallace and caused him harm, why not go up another 15 volts?