Two options:
- Don't use a third-party site but book directly on malaysiaairlines.com. You'll see different fare options named "MH Basic", MH Smart" and "MH Flex". The "MH Smart" is what you want as these do give mileage on AA/other OW programs. MH Smart usually books into 'S' or 'V' and mostly is just marginally more expensive than the lowest "MH Basic" fare. "MH Flex" is full-fare economy (H code) and a pricey step up but gives 100% mileage and 1.00 EQP. You can see the fare code on the next screen after selecting your flights - there's a "display fare rules" link which will show the fare code as the first letter of the fare.

- call your local MH office and get them to sell you a ticket with the fare code you specify. Find phone numbers for reservations and ticketing here: http://www.malaysiaairlines.com/hq/en/contact.html.
Use ITA (matrix.itasoftware.com) with c: MH+ /f bc=S (or any other qualifying fare code) in the 'advanced routing code' field to determine prices before calling. That (or using a good old-fashioned TA) is the only way to go if you're after full EQP and and want K or M fares.
The agents in FRA I used were surprised about the increase in calls they got after MH joined OW and mildly amused about the lengths we mileage-conscious FF folk go to in order to maximize the value of our programs And there was no fee!