If time is not a concern, you can try PosDaftar (registered post). Charges usually from RM3-5 depending on how heavy your documents are. For PosDaftar, you have to go to Post Office and tell them you want send via PosDaftar. Have to use brown envelop. They'll give you a sticker to fill up and stamps to stick onto the envelop. Pass it back to them after you're done and keep receipt. Refer to PosDaftar thread for more info.

Poslaju will delivery your item the next working day. They also work on all Saturdays except first Saturday of the month. Cost is RM5.95 cheapest. Can just walk into any Post Office and fill up the Poslaju orange color form and go to the counter. Refer Poslaju thread for more info.

Both these postage methods can be tracked online and I have so far never had any lost in post case.

If normal post, then just stick stamps onto the envelop and drop it into the letter box at Post Office. Cheapest is RM0.60, but better make sure how much is needed cause they'll return to sender if not enough stamps. So best go to counter and ask them to timbang it see how much. Do note that this one sometimes can be lost in post with no notification whatsoever.

There are a zillion Post Office in KL itself, have you try checking out Pos Malaysia website yet? Most Giants and Tesco have Post Office too.
If you're lazy, here's the link: http://www.pos.com.my/pos/about_us/network...la_lumpur1.aspx