Yes madam 5 (1996)

A disc with the names of Triad members is taken away, and when the gangsters try and find about where it is, they kill the only person who knows the hiding-place. So, what can be done now to retrieve the disc? The Hong Kong police are looking for the murderer and the disc, but Inspector Yeung has to realize her fiancée Ho Chan is one of the gangsters! The trace of the disappeared disc leads to Malaysia, where the victim's girlfriend lives...