I was wrong about the alphabet. Malaysia has always used the western alphabet. They never had any strange letters, like Cambodia or Thailand do, or China for that matter.
I was told that it probably had a lot to do with the English having colonized the country for about 50 years. But that does not really make sense though, 50 years is not a long period of time, you could have had other letters long before that.
Oh well, I was wrong anyhow and I admit that.