Greenfield, an international kindergarten, has playgroups, but it's not cheap. That's near Olympic Station, near all the big residential buildings. Other popular kindies in the area include Learning Habitat (Olympic) and PIPS (Kowloon Station).
If you go to the mall connected to the Olympic complexes (the one sort of on the side of HSBC) there are many smaller playgroup / tutorial centers that have more casual, part-time classes. I think there's First Little Step and some others with music, dance, etc.