Never open the door to a lesser evil, for other and greater ones invariably slink in after it.

[Nunca se le ha de abrir la puerta al menor mal, que siempre vendrán tras él otros muchos, y mayores, en celada.]

Baltasar Gracián y Morales (1601-1658) Spanish Jesuit priest, writer, philosopher

The Art of Worldly Wisdom [Oráculo Manual y Arte de Prudencia], § 31 (1647) [tr. Jacobs (1892)]
    (Source)

(Source (Spanish)). Alternate translations:

We must not open the door to the least evil, for others, and those greater too, which lie in ambush come always after.
[Flesher ed. (1685)]

Never open the door to a small misfortune, for many more always creep in behind it, and greater ones, under its protection.
[tr. Fischer (1937)]

Never open the door to the least of evils, for many other, greater ones lurk outside.
[tr. Maurer (1992)]