This is a great question. I would agree a lot with gnulinux here. I have a degree in physics and took some engineering class. In both the engineering classes and physics classes we talked about ethics, moreso in the engineering ones. We also had a required ethics course.

But I will add that another thing to help is to encourage it within your social sphere. This can easily be done by just asking your colleagues about their ethical concerns. You can also encourage this by talking about things that aren't your software. This helps everyone get in the frame of "I need to constantly think about ethical implications". Other people are talking about fear of being fired. While I think that has to come down to you and your ethical code/leverage, it is much harder to fire and replace a team. So I would actively encourage this kind of talk. Having worked as an engineer I can tell you that we constantly did talk about ethical implications of things that we worked on, things that our technology could be used for, and if other companies were doing ethical things. It's hard to draw the line sometimes, but the best thing I can think of is to constantly be talking about it and being aware that you have power.