http://www.travelbag.co.uk will sort an 'open jaw' ticket for you.

expedia will also do this for you. You could always try direct with one of the airlines.

Thanks for that, do you know if i will need to book 2 single trips (there and back) or can i get 1 ticket for it.

If it is through an airline you would ask for a flight to KL with a stopover in Bangkok. Tried BA for you just now but there site seems to be "down" and I am not sure if KL is on the BA route. However, there are many possible airlines who would be able to do this routing. With Expedia they will price up the cheapest options. In our case we are flying with two different airlines through Exedia so ticketing is seperate. ( Going HK/Saigon/BKK and home)
we have used Travelbag as well and found them to be good. Are you looking for flights only?

Yip, flights only. Basically fly from london to bangkok, travel through thailand and down to malaysia and then fly home to london from kuala lumpur. i've had a quick look on expedia for 3 weeks in november time and its roughly around 500 pounds. does this price seem right? thanks for your time.

ok- my stopover idea won't work then! I do think Expedia is your best bet and have to say that £500 is a bargain!!! Who are they flying you with?

I know the stopovers are in qatar or abu dhabi and another one.

BA do not fly to KL so you might need to involve Malaysia Airways

Given the choice between BA and Malaysian Airlines I'd got for Malaysian every time. They're one of the best airlines in the world and dont simply trade on their name - unlike BA.

(As a rule Cathay, Malaysian & Singapore are better than any European airline in terms of service, price, overall quality and having better home airports. I couldnt believe how awful Heathrow & Manchester airports were when I was in the UK last year.)

Should be easy enough to get a return to KL with a one way flight from KL - BKk on Malaysian or Air Asia http://www.airasia.com - as they're based at KLIA.