MELANIE, a business executive from London, arrived in Hong Kong three months ago to head her company's office. She came with enthusiasm and likes her work, but she has been agitated since she arrived. She complains about the crowds, the weather, people's attitudes and business ethics. Every step of the way she compares Hong Kong with her home country. She's already dreaming of returning. ''I don't know how much longer I can put up with living in Hong Kong,'' she says. ''Thank God for Christmas home leave.'' Melanie is going through the normal process of ''acculturation'' that all newcomers experience. This can last from six to 16 months or more. However, many are caught by surprise when it takes place. An immigrant to another country expects to take on a new cultural identity and therefore is willing to adjust and adapt. However, many expatriates who plan to stay only a set period of time usually have no intention to assimilate. For them, acculturation can be as unpleasant as it is unexpected. Whether people choose to or not, they will go through four stages of acculturation. Elation: when entering a foreign country, one finds it exciting because most things are so unlike home. For Melanie, the exotic Asian sights and sounds, and the stimulating expatriate crowd were all part of the initial thrill. However, such stimulation usually wears off after several weeks. This then leads to the second stage: resistance. The differences that caused initial excitement turn into irritations. For example, Melanie is becoming annoyed by the congested environment, the male-dominant business world and lack of social life. She finds herself missing old friends, old haunts and the ways of doing things back home. Many foreigners in this stage tend to only associate with others from their own country. They constantly compare everything to ''back in England'' (or California or Sydney). Many expatriates remain in this stage until the day they depart. Others go on to the next stage: transformation. Usually this is about nine months down the road, when individuals feel more familiar with the environment. For expatriates, this means now appreciating the unique and exciting expatriate lifestyle: the travel, the cultural variety and domestic help. They embrace life overseas, and dread to return to the ''boring'' lifestyle back home. Many feel so at home in this expatriate society that they will only change it to move on to another foreign country, to enjoy a similar existence. The final stage in the process is integration. The people develop a sense of identification with the new place. No longer referring to the old country as ''home'', individuals finally learn to appreciate their heritage and the new way of life. Many of the difficulties and psychological complaints of foreigners in a new land, including stress and family problems, can be directly linked to lack of acculturation. Those who remain in the second or third stages of acculturation - by cutting themselves off from either their new world or the one they came from - chart an unbalanced course, leading to eventual frustration and unhappiness. Acculturation will be part of life for expatriates whether they're aware of it or not. If individuals understand and anticipate the four stages of acculturation, much of the stress and turmoil can be dealt with. Particularly during the second stage, newcomers such as Melanie need to give themselves time for adjustment and not give up hope. The above is not an actual case. Cathy Tsang-Feign is a licensed psychotherapist and author of Self-Help for Foreigners. Her office is at the Vital Life Centre: 877-8206.