How will you explain to a child when teacher says differently?

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Yesterday, I went to fetch my nice. I parked my car across the street of her school. I went inside her school, picked up her bag and took her out. We went towards the pedestrian lane. She pulled my hand before we can reach the lane. She said, "Tita, it's fine to cross here." I looked at her with skepticism in my face. She further explained, "Teacher said we just have to look to the left, and then to the right to see if there are cars crossing. If none, it's fine to cross." I don't buy that statement. I explained to her that still we have to do that before we cross the street but at the pedestrian lane. To the end of our discussion, she told me that she would still follow her teacher or her grade will be low. When we reached home, I told her Mom of the incident and made her explain to the child the right thing. If you were the Mom, how would you explain to the child when something is contrary to what the teacher said?