Shuttle flights do earn miles at least on my UA Milage Plus account. I've taken several over the last few months and have always been credited with 208 miles each way.
Mid-day mid-week shuttle flights should be pretty easy to get on. Walk up to the Shuttle check-in desk in the ticketing area, buy a return ticket to KL, and get a number. When your number is called you collect your boarding pass.

One important thing; the shuttle tickets can be used on either Singapore or Malaysian Airlines. Most people don't care and take who's ever flight is leaving next. Make sure, when you get your number for a boarding pass, that the flight you are getting the boarding pass for is SQ so you'll earn the points (not on Malaysian). If it isn't then just step to the back of the line and wait for the next flight.
(For $50 Singapore dollars more you can just buy reserved tickets on the internet and be assured that you are on an SQ plane.)

I'm doing this roundtrip as well; to qualify for the LH promotion outbound and the UA promotion on the way back to Singapore.

[This message has been edited by edsh (edited 05-10-2002).]