The concierge will certainly hook you up but they might mark up the price (up to you to decide if the premium is excessive). A better bet is to chat up a waiter/waitress or the one of the doormen and see if they can get you in touch with a boat captain they know.

We rented a boat named "Dreamer" last year and the captain is the boyfriend of one of the bartenders at the Hilton (where we spent our second week). The boats themselves are stationed just past the Hilton...maybe a 10-15 minute walk from the Shangri-la.

One thing: we did not experience any issues but the snorkeling gear is not as good (and perhaps hygienic) as what you'd get from a boat in Maui. Might be more comfortable bringing your own or picking up a cheap set.

If you're adventurous with food, definitely go to Sutokil as well. Fresh seafood cooked to order, native style. ^

By the way, strictly in the FT spirit: I must disclose that I will be there in a couple of weeks but staying at the Hilton for the entire stay this time (all on points)...and flying CX in J, thanks to my gf's AA miles.