To protect yourself, you should draft a resignation letter and ask your domestic helper to copy it by handwriting. Of course, she should sign on it.
About the compensation:
1. last month salary
2. one way air ticket back to her country
3. one day travel & food allowance {HK$100}
4. Prorata annual leave compensation
About some documents...
1. Ask your maid to sign all receipt above compensation
2. Fax the resignation letter to immigration dept., labour dept.
3. Ask your agency to be a witness on that day she left your home. If not, ask one relative or friend to be witness.
4. Keep all documents for at least 1 year