Decide departure airport. Direct flights for Kuala Lumpur in Malaysia leave from the main Australian airports of Melbourne, Sydney and Brisbane/Gold Coast. From other Australian airports, changing flights either in Australia or Singapore is necessary to get to Malaysia.
Decide arrival airport. Direct flights from Australia go to Kuala Lumpur in Malaysia, where it is possible to reach other parts of the country. Flights from Australia also go to Singapore, where there are direct flights to other Malaysian cities, including Kota Kinabalu. It also is possible to change flights in Bangkok.
Book tickets using the airline website or the site of an online travel agency. Since AirAsia, Virgin Blue, and JetStar are low-fare airlines, it might not be possible to book flights through a booking site or travel agency, only directly with the airlines.