Nope the 3G whispernet (not thingy!) does not work in Malaysia. Since Kindle is not officially in Malaysia it makes no sense for Amazon to sign up deals with Maxis/Celcom/Digi to provide 3G access to their Kindle customers
You're better off buying the WiFi only version - its cheaper also (I have a Kindle Wifi only version)

EDIT: Since I have a Kindle with WiFi version only, I should have kept my mouth shut about whether or not Kindle 3G works in Malaysia - as the posts below have confirmed 3G Whispernet seems to be working in Malaysia. As for me, I am happy with the WiFi version because I have WiFi at home and at office.

This post has been edited by armusen: Feb 25 2011, 01:47 PM