Call DHL up to ask them. Most probably it's at the Customs, considering that the cost is >RM500.

If the customs duties + stamp duties are less than RM400, DHL will pay them on your behalf & demand from you when they delivered it to your doorstep. If you think it's too expensive & want to dispute with customs, then ask the delivery guy to return it since DHL will not dispute it for you.

If it's more than RM400, then most probably DHL will call you to make yourself present at the customs so that you can either dispute or pay it on the spot.