Please, don't bang your dusty doormats under the balcony. The specks of dust come into our apartment.  

If you put a comma after the word please, it sounds like you are annoyed with the person you're speaking with.

Please, don't let your dog pee on my petunias. (I'm sick of you and your da@# dog.)

Please don't let your dog pee on my petunias!  (Have a blessed day!)

You'd be more likely to hear something like:

"Please don't beat your dusty doormats under the balcony; the dust flies into our apartment."