The material girl has been cast as a missionary, and her bad-boy husband, somewhat closer to type, plays a raffish hustler. But the real surprises in Shanghai Surprise have come off the set. Upon arriving in the Portuguese colony of Macao, Madonna, 27, and Sean Penn, 25, fled a welcoming crowd, only to be ambushed outside their hotel room by Hong Kong Standard Correspondent Leonel Borralho. A long scuffle with Penn and bodyguards ensued, after which Borralho sued for $1 million. Two days later, reporters on stakeout took off after the couple, and the resulting car chase created a huge traffic jam, with bystanders cheering Madonna on. The pair finally consented to a photo session, though Penn sacked his publicity agent for failing "to keep the press from us." They are scheduled to leave this week, and the case against Penn will be tried without him.