I bet its more than your jobs worth to not report them as well 
Lot of building sites use the 'don't walk by', its right, how would you feel if you saw someone doing something that 'isn't right', ignored it and their actions injured someone??
To be honest if i followed every letter of the the law, and yes HSE 'rules' are law, then i would never be able to work, HOWEVER if you use common sense you can use it to your advantage.
Working at height is very dangerous, but if you assess the risk and take 'adequate precautions' its still dangerous but you have reuced the likelyhood and probability.
Just as a final note, more people have died on UK construction sites in the last 9 years than UK soldiers have died in Afghanistan - sobering thought isn't it, your just off to earn a few £ and there is the same chance you will not come home as if you are ducking live rounds?