Excuse what's probably newbie question, but this is something I've had trouble getting a straight answer on and folks around here seem pretty clued up.

I'm booked with Malaysian Airlines to fly from Bangkok to Kuala Lumpur, than after a three hour stop-over catch my long haul flight back to the UK. The question is, if I skip my Bangkok -> KL connection and get to KL under my own steam, will this present any problems to my boarding the long haul flight to the UK? It's just the situation has changed and it's now going to be considerably easier to get to KL without going through Bangkok. I'm not bothered about getting any money back, I just want to avoid the �300 charge for changing my booking to miss out one of the steps.

Any advice would be appreciated!

Assuming that you are booked Bangkok to UK via KL then KL to UK would be cancelled as soon as you were a no-show for Bangkok to KL.

YES!
The airline will aoutomatically cancel your subsequent flights if you no-show. The ONLY time this is possible (although still against the t&c's) is on the last flight of your itinerary.
ETA: if your flights are on different airlines/alliances, there have been reports where the next leg has not been cancelled.