Originally Posted by CDTraveler

I would approach the hotel manager, but I'd start my remarks something like "My wife and I were approached by one of the security guards last night, but unfortunately we were unable to understand what he wanted. Would you clarify it for us?" thus being non-confrontational (unless/until it is appropriate) and giving the manager a chance to explain/rectify the situation.

Sometimes cultural nuances do get lost with a language problem - I used to have a next door neighbor from Vietnam and I learned that my interpretation of a "friendly greeting" and his were very different, usually by about 30 decibels.