On May 10, 2002 the CLUSTER spacecraft (SC) encountered a ~450 km (five magnetosheath thermal proton gyro-radii) wide high-latitude magnetopause (MP). Magnetic field observations indicate the crossing of a ~130 km thick MP current sheet (CS) located inside a magnetic hole. Proton flux measurements diagnose a dense boundary layer (BL) directly attached to the MP and an additional rare BL located earthwards from the MP. Enhanced magnetic fluctuations are found near the local proton-cyclotron frequency Ωcp (0.4--2 Hz). Applying the phase-differencing technique we obtained a wavelength of 150--250 km and the propagating direction earthward perpendicular to the MP. Inside the MP the pitch-angle proton distribution demonstrates the presence of a transverse population. The formation of the two BLs can be understood by enhanced collisionless diffusion of magnetosheath protons due to wave-particle interaction, while higher-energy protons (Wp > 300 eV) penetrate into the BLs also via finite gyro-radius effect.