The findings and value of market research depend critically on consumers understanding of the research objectives and their roles. The present research presents a three-phase investigation of the impact of research participants theories about their roles: (a) identifying the theories, (b) testing the process consequences of participants role theories, and (c) gaining insights into the impact of participants role theories by testing key moderator/s. We apply this approach to the finding that expecting to evaluate leads to more negative evaluations (Ofir and Simonson 2001). The findings of three studies indicate that (a) when forewarned of an upcoming evaluation task, consumers tend to believe that the research objective is to identify aspects that need improvement, (b) this expectation produces a conscious attempt to identify negative aspects, though the encoding of attribute information is not affected, and (c) cognitive load during the evaluation experience greatly decreases the negativity of expected evaluations. The present study can be applied to other market research techniques and thereby improve our understanding of consumer inputs derived from market research; such insights can help diminish biases produced by participants correct or incorrect theories regarding their roles.