How to migrate to the USA if we're Malaysian citizen?

If you do not have an immediate relative in the US to sponsor you, the only way you can immigrate is through the Diversity Lottery Program. Yes, TSL is accepted in the US....but that is not going to make a difference in immigration. See site below to study requirements and how to register for the diversity lottery. Remember, very few people who want to immigrate,actually get accepted. You are competing with millions of people every year who apply.