When you install Ubuntu and you choose your timezone, the system also uses the information to pick the most suitable Ubuntu Repository mirror for your package management.
Therefore, if you choose Kuala Lumpur/Malaysia, ubuntu configures the repository mirror my.archive.ubuntu.com, where my is the country code for Malaysia.
However, Malaysia does not appear to have an Ubuntu mirror, or at least there is no mirroring service that contacted Ubuntu for this purpose. Therefore, currently my.archive.ubuntu.com points to the main Ubuntu repository in Europe.
You can verify this with
However, not all is lost. You can use mtr (or ping or traceroute) to check if mirrors at nearby countries are available. For example, th.archive.ubuntu.com (for Thailand) and sg.archive.ubuntu.com (Singapore).
Both hostnames resolve to local servers in their respective countries. Therefore, it would make sense to change your default mirror to any of these.
If you click on System/Administrator/Synaptic Package Manager, then Settings/Repositories, you get the option of either the Main Server, Server in the US or Server in Malaysia. Actually, in the previous version of Ubuntu you could choose any mirror in any available country. I guess they were not expecting this need.
What you can do is open a Terminal (Applications/Accessories/Terminal) and type
gksudo cp /etc/apt/source.list /etc/apt/source.list.ORIGINAL gksudo gedit /etc/apt/sources.list
The first command will make a backup copy of the file we are about to change, because making backups is important. The second command actually opens the the file we are going to change in a text editor. gksudo ask for your password because we are doing administrative tasks.
After you got the text editor up and running, click on Search/Replace... and ask to replace
After you carried out the search and replace, save and exit the text editor. Start the Synaptic Package Manager and you will notice an increased speed when installing new packages.
However, when installing security updates, you will notice no speed increase. The reason is that security updates are being served centrally, at security.ubuntu.com. If you are a speed freak and not a security freak, you can change as well