For your info, ALL parcels(express,economy,etc) that come into malaysia will pass throught the customs. The customs will look on the declaration form of the parcel before deciding to tax it. If it is small item like psp, you put $20 on declaration, they let you pass without tax, if is big item like ps2, you put $20, they will still hold it at their office and call you to collect. If you use Fedex, UPS and other third party parcel service, they automatically clear it for you and forward to your house. If you use USPS(US), Royal Mail (UK), these are all standard mail service which will be handled by Pos Laju. If poslaju handles your item, chances are you have to phone them to forward or visit the customs office. A letter with these words " Urusan Yang Di-Pertuan Agong) will be printed on the letter and asking you to the customs office.

The only other way to run away from tax for big items is sending via stamps, but it will get lost or spoilt once it arrives.