I have booked my first MH flight since they joined oneworld and have discovered just how peculiarly idiosyncratic their sysyem is!
I booked via Amex Travel which gave me their five-digit booking reference but the MH website only recognises bookings made directly with the airline.
I called Malaysia Airlines' UK number 0871 423 9090 via the geographic equivalent 020 7341 2029and was answered pretty quickly. However, for seat selection I was advised to call the travel agent I booked with.
So another call to Amex and they managed to select seats. Not sure if you'll have the same success with BA if they've already fobbed you off. Good luck.