Investing In Stocks and Personal Morals

I was watching Jim Cramer on Mad Money over the weekend. Not that I follow his investing style, but I do think he's great and knows how to put on a show. Boo-ya. Any way he was talking about investing in DEO. Diagio PLC (DEO) distributes branded alcohol Ala Johnny Walker, Jose Cuervo, Bailey's, Captain Morgan, etc.... I didn't run the numbers, but he seemed to like it, 10% per year consistently. What came to my mind though was the morality of investing in these companies, such as Phillip Morris. I don't know if I would invest in either of these companies even though Diagio is the less of the two evils. What are your morals when it comes to investing in stocks. Does it matter if they hurt anyone or just that they make you money? Personally I think I will stay away from these companies and others. I like environmentally and people friendly companies. What are your thoughts?