This paper is a methodological case history describing research amongst callers to the UK's National AIDS Helpline; a telephone service which offers confidential and anonymous advice on issues related to HIV and AIDS, 24 hours a day, 365 days a year. It is a publicly-funded service, and as such, it must demonstrate an appropriate style and quality of service, but callers anonymity must be fully guaranteed. The paper is in four sections: Section 1 outlines the origins and growth of telephone Helpline services in the UK and Europe. In particular, it details the development and operating conditions of the National AIDS Helpline in the UK. Section 2 details the methodological approach designed to achieve as representative a sample as possible of anonymous calls to the service, in the context of practical operational issues and the need for cost- efficiency. Evidence gathered on alternative approaches is presented. Section 3 reviews some of the findings and discusses the difficulties of interpretation in this field, even when a demonstrably representative sample of an agreed universe has been achieved. Section 4 focuses upon the ethical issues raised in the conduct of such research, and the constraints imposed by the ESOMAR Code of Conduct. In particular, it details our concern that anonymous callers aged under 18 in search of professional advice on HIV and AIDS, were deemed unapproachable for research purposes. Our responsibilities towards young people (as respondents and taxpayers) are in conflict with our responsibilities towards their parents (as parents and taxpayers) and towards Government (as our client).