One after another, they did the fitting things at the fifth annual Ambassadors Ball last night.

* George Shultz smiled into the middle distance and refused to comment on anything having to do with the Russians.

* A State Department representative said something scandalous and then pleaded, "Off the record, off the record!"

* The master of ceremonies limited his jokes to one--about an ambassador, a presidential adviser and a journalist.

* And the ball chairman was enthusiastic.

"I love to dance," said Helena Shultz, wife of the secretary of state and chairman of the event. "So does my husband. George loves to dance. We go to several of these balls, depending on my husband's schedule, of course. They're great. They're so exotic."

Nearly 1,000 people paid at least $150 to eat filet mignon and dance at the Ambassadors Ball, which honors Washington's diplomatic community and benefits the Multiple Sclerosis Society. The ball, held this year at the Washington Hilton, is touted by its organizers as one of the most enjoyable charity events in town.

"Once people do come, we've gotten all their money," said Adm. John R. Alison, the MS chairman. "So we can leave them alone for the rest of the evening."

It was a night to put the world's worries aside, or at least to try. "These kinds of things are very difficult now," said Lebanese Ambassador Abdallah Bouhabib. "I think about it a lot. But there are two things that make me come. First, the purpose of this party. It's a noble one. The second is I want us, Lebanon, to be there. I don't want us to be absent."

So Bouhabib chatted and danced, as did ballerina Dame Margot Fonteyn, Chief of Protocol Selwa Roosevelt, Attorney General William French Smith, Senate Foreign Relations Committee Chairman Charles Percy and presidential adviser Edwin Meese.

Meese's wife Ursula chaired the event in 1981 and daughter Dana won one of the two door prizes this year.

"It wasn't fixed," master of ceremonies Steve Bell of ABC's "Good Morning America" said as he handed Dana a paper bag of Avon products, and the audience laughed.

The ball is expected to raise between $170,000 and $200,000 for the MS Society. Several of the speakers and benefactors said they first became aware of the disease when it was diagnosed in former Iranian hostage Richard Queen. Fonteyn said her concern stemmed from a slightly different source.

"I think that I do have some connection with this event, because my husband has been paralyzed for about 18 years, so I do know something about the life of the handicapped," she said. A 1964 assassination attempt left Fonteyn's husband, Panamanian diplomat Roberto Arias, paralyzed from the neck down.

Earlier, Fonteyn also spoke about her friendship with Jacqueline Du Pre', a cellist who can no longer play because of multiple sclerosis. "As an artist it is terrible to me to think of Jackie, who still has the music inside her and has been stopped by a physical disability," she said.

In the Hilton's International Ballroom, guests were seated at round tables for dinner. Near the meal's end, the lights went out, the band struck up a march and about 40 waiters, led by torch bearers, entered the room carrying small white cakes above their heads. The audience clapped along with the march.

Moments earlier, one guest had whispered to another, "Did you do your homework?" He then pulled a map from his dinner jacket, nodded toward the ambassador assigned to his table and explained, "He's from Suriname. There." The ambassador seemed not to have heard a thing.

There was one ambassador for whom no one had to do any research. For the fifth year, the Soviet ambassador sent his regrets. But then, as one guest said, "The Soviet ambassador--he's not exactly a social butterfly."