A related one, but not a direct translation.
"If you give them the hand they will (soon) take the arm.''
Now just kidding, "if you make an exception to the rule, the exception is the rule."
And in some different contexts:
If you can do it once, you always can do it.
If you open up the Pandora´s box, there is not going back/it will never be shut again.
And other ways...