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The good news is that the college or university you apply to will have vast experience in managing international students through the enrolment and visa process. After all, more than seventy five thousand international students come to Malaysia every year.  The bad news is that the process can still be quite bureaucratic, with lots of forms to be completed, and time consuming, so make sure you allow plenty of time for the process.  Below is a typical step-by-step guide, which should be similar to yours, but do check any special requirements that your the college or university may have or that may exist for your home country, and do remember, every college or university will have a dedicated Admissions Department that are there to help you, use them if you have any concerns.
Once these items have been received by your the college or university and you have successfully satisfied their requirements, the college or university will issue a formal ‘Offer Letter’ to you, that you should accept at the earliest opportunity.  
Upon your formal acceptance of the Offer Letter, your college or university will contact the Malaysian Immigration Department and apply for a ‘Student Pass’ on your behalf.  As part of this process, the Malaysian Immigration Department will send you, via the Ccollege or university, a ‘Letter of Approval’ – this is a precursor to obtaining the full ‘Student Pass’.
If you come from a country that does not need a visa to enter Malaysia, you may use the ‘Letter of Approval’ to enter Malaysia for the first time – but do advise your college or university of your flight details.  If you come from a country that requires a visa to enter Malaysia, you should take your ‘Letter of Approval’ to a Malaysian Embassy or Consulate Office in your home country, before coming to Malaysia, where they will issue you with an entry visa.
Upon arrival at Kuala Lumpur International Airport, a representative of your  will be waiting to meet you and they will escort you to your accommodation – undergraduates stay in University for a minimum first semester.
Once you are in Malaysia, you must submit your passport and pay for the Student Pass Endorsement & Visa Levy (RM60 + Current Visa Rate [please refer to the amount relevant to your country in your college or university prospectus]). Make sure you submit your passport within four days of your arrival. Please note that all international students, regardless of country, are required to submit their passports for endorsement and the process can take up to two months.  It is essential that you do this as you may not be able to access college or university facilities and services if you do not.
You will need to undertake a new medical examination that complies with the MOHE criteria.  This will check for infectious diseases and drug abuse.
 Formally apply to the college or university of your choice, using their application forms.  You should apply at least two and a half months before the course starts.  Attached to the application form will be:

Certified copy of your academic qualifications (with a certified translation in English)

6 passport size photographs (with blue background and your personal details written on the back of each photo)

1 copy of passport (all pages)

Medical Certificate from country of residence

Approximately RM700 (this figure can vary) for application and processing fee

If English is not your first language, you must have a certified  copy of your qualification, or evidence of your proficiency, in  English.

Evidence that you have paid any additional fees that the University require (this varies with each University and course, so please confirm with the Admissions Department)
The Student Pass is a very important document, to obtain and keep it, you must:
Satisfy course requirements by attending at least 80 percent of all your scheduled classes and achieve satisfactory academic performance; failure to do so can result in you losing your student pass status.
Be responsible in taking note of expiry dates of any kind; passport expiry, student pass expiry, visa expiry, etc. and report this to your college or university’s International Students’ Admissions Department two months in advance. This is solely the responsibility of each international student.
Ensure that applications for extensions of your student pass must also be submitted two months in advance.
Advise the Malaysian Immigration Department through your the college or university when you change your address or contact details in Malaysia, or if you wish to change your pass status or withdraw from the course.
Have sufficient funds to cover your tuition fees and expenses while in Malaysia.
Although this may look daunting, in practice it really isn’t and it will be very similar to the requirements of any other country. Your college or university has lots of experience in taking students through this process. Also, your home country will have diplomatic relations with Malaysia and most probably an Embassy here.  You should investigate the services that your home country provides for you when you are studying overseas.  Many international students find it very beneficial to register with their Embassy and are offered lots of great support.