It is "One Step Forward, Two Steps Backwards." We often use it when we think a suggestion will not make a situation better, but actually make the situation worse. It can be used in conversation like this:

Situation: Two men are talking after a hard workout at the gym...

Mr. Long : Boy, that was a hard workout. I really think I am losing weight.
Mr. Wong : Me too. I checked my weight yesterday and I have lost 5kg in two weeks.
Mr. Long : Let's celebrate! Let's go to that new hamburger restaurant for dinner!
Mr. Wong : A hamburger restaurant after a workout? That sounds like one step forward and two steps backwards.