Thanks CityFlyer, I changed the title
I have booked one way from KUL to FCO, but this time not with a Skyteam as Emirates were way way cheaper than the rest (and MH was very ordainary in July). I won't get no miles from this from what I can see, though I was sure at one stage Alitalia did let you earn miles from them??
Now looking for one way business from any european hub to KUL (late July/early Aug 2012)
Found a terrific price with Turkish Airlines, but they are star alliance and do not want to miss out on miles again, so trying to find something else.
MH don't have flights that far ahead on their site either and AZ doesn't give KUL an option in their booking engine.