Did you get the birth certificat yet? It's been a while but I think this is the process. Once you get the hong kong birth certificate, you will need to go to the US embassy (I think you have to set up an appointment) with your baby and apply for a passport. Once you get the passport, you will have to fill out a simple form to get the dependent visa. I am not quite sure what the form is called but you will need to go to Hong Kong immigration department and give them the form and passport but you do NOT need to bring you baby for that. You will have to bring the birth certificate ( I would bring both the birth abroad from the states as well as the Hong Kong birth certificate) to be safe. Hope that helps.