the good thing from apple product is no matter where you buy from in malaysia, its the same
as far as warranty is concerned.....apple is international warranty, so as long you pass it back to an authorised reseller they will then settle it for you.
you may want to check whether the both of them are authorised reseller or not....

as for the running concurrent OS
this is my suggestion, assuming your HD is big, install the XP/Vista using BootCamp
then install VMWare Fusion.

when you need to run concurrent then use VMWare
if you running just one OS then use bootcamp. Two in one, no regrets,
well at least for me, hahahaha

as for the steps, they are quite straight forward
when u run bootcamp, it gives you specific instructions of what to do
nothing fancy actually
when u install vmware, they to tell you how to do that

word of note, if u want to save HD space in the notebook and keep the other OSs in different disk, then u cannot install using bootcamp, pure VMware mode only, bootcamp cannot boot a partition from external drive