Talk about the purchasing power parity of your currency, and what kind of amenities you are afforded at your place of residence. That will provide greater insight to determine if you're underpaid or not.
Klang Valley's property prices are in a bubble now. Won't want to be around when it pops. Problem is, all the good tech jobs are here (and to a lesser extent, Penang)
Starting salaries here are about RM2500 - RM3000. More or less standard by Malaysian standards.