Let me give you an example of how easy it is to slip in your integrity:
Let's pretend for a moment that a friend was able to get tickets to a game that you really wanted to watch. However, the tickets were not bought or gained honestly, instead, they were bought from a scalper in a place where scalping is illegal. Now, you didn't buy the tickets, but you are using them as a result of an illegal purchase. Are you wrong for doing this or is it only the fault of the person who bought them illegally? The answer: YES, you are at fault. YES, you are sinning. YES, you have comprised your integrity. In this scenario, you sold your integrity for $40 or so, simply because you didn't want to purchase the tickets for full price.
I know for many this sounds extreme, but here's the deal: as followers of Jesus we are called to above reproach, to set the examples in speech and action, to be light in a world of darkness. We are called not to just have a "belief" in God, but to honor Him with all choices. What is the price of integrity? It is a high price to pay if you want it, but it can be lost for the price of nothing.