This case is based on the research project I conducted for my PhD dissertation. The research objectives were to examine the process of cultural knowledge creation and to address the role of social capital in this process. While many studies discuss global social capital and its role in the development of global mindset and expatriate adjustments to new working environments, few studies connect social capital to cultural knowledge creation and almost none use participant observation in multiple locations and combine it with other data collection methods. I collected data at four international business management programs in three countries—Finland, Czech Republic, and Ecuador. At the time of the data collection, I was a faculty member at the researched programs. Although I combined interviews and document analysis with participant observation as the data collection methods, this case specifically addresses participant observation research conducted by a current employee within an organization. Specifically, it discusses the challenges of combining two distinct roles of a participant and an observer. In addition, the issues of conducting research in an educational environment are addressed.