If the custom is holding your parcel and there's tax, you'll receive a notice to say how much the tax is and everything. If not, then shouldn't be anything and you can just go collect it. Call them up and ask them where is it, if they don't know then try calling the custom office up and see whether your parcel is there or not.
What are you sending? If normal documents like that, I use normal Pos Malaysia Airmail. Got International registered mail also. Cost less than RM10 depending where you sending it to and takes around 3 weeks or so.

Poslaju international only handles parcel items I believe. For parcel items, they'll use ship to ship and will take at least 1 month and can go up to 3-4 months to reach destination. Cost depending on how heavy your parcel is, no food allowed to be shipped.

No documents are needed, only the recipient address and details and yours.