THIS is a government health warning. Trying to do good in Hong Kong can leave you feeling bad, mad and even resorting to tearing your hair out in frustration. For the road to good intent in this town is clogged with bureaucratic obstacles - and the community spirited folk over at the J. W. Marriott Hotel can attest to that. Looking for fitting ways to commemorate its fifth anniversary, the Marriott's executive staff went into think mode and, voila, PR manager Peachie Dieken came up with a whizz idea. Peachie, a Filipina, suggested that since the hotel had more than 130 Filipinos on its staff, they should form a taskforce and go out and clean up Statue Square, which every Sunday the Filipino community turns into a miniature Luneta Park - with concreteedifices substituting for the tropical flora, of course. So while the rest of the gang organised buckets and brooms, Peachie called the Urban Services Department, which seemed equally enthusiastic about the idea, at least over the telephone. So a few days prior to the appointed Sunday, Peachie again phoned Urban Services to re-confirm. But by this time they had turned decidedly cool on the idea. Obviously the Marriott's suggestion had been passed on for deliberation to the Department of Bumble and Guesswork (did you know that every government office has one?) because Peachie was now informed that before she and her fellow Filipinos went cleaningof a Sunday at Statue Square they must first take out $6 million worth of insurance cover for ''any damage caused''. If the department's aim was to scupper the idea it was an inspired wheeze. But what could be so valuable out on Statue Square as to merit a multi-million dollar insurance policy? Answers on a post card, please, to the Urban Services Department.