where and how to apply malaysia visa? i am living in shanghai.

You can apply for Malaysian visa through Consulate of Malaysia in Shanghai:

The submission of application for visa will only be accepted if the applicant:
Present a signed, dated Visa Application Form; (which can be get at the Immigration counter at the consulate)

Provide one recent photograph;

Provide passport or travel document, which must be valid more than six (6) months and has at least one page free in the visa pages for the insertion of a vignette; and

Pay the visa fee of RMB 80.

The above is applicable for a single entry social visa for 30 days, valid within 3 months from the date of application.