From the Malaysia Insider (available as PDF here):

A Malaysian undergraduate and a school dropout are facing terrorism charges in Thailand after their alleged plan to “help their Muslim brothers fight Siamese soldiers in the deep south went awry.
Thai newspaper reports say that Muhammad Fadly bin Zainal of Universiti Teknologi Malaysia and Omar Hanif Shamsul Kamar were arrested in June this year while attempting to steal a motorcycle in Golok. During interrogation, they told Thai officials that they were affected by two incidents in Tak Bai and Krue Se in 2004 – where many Muslims died from suffocation after being packed like sardines in military trucks and were killed in an assault on a mosque.
The two men said that they wanted to join in the jihad fight against Thai military in Southern Thailand.
Fadly spoke to officials from the International Crisis Group from his prison cell in Narathiwat and said that he had received a month’s training before traveling to Thailand in May this year. He said that he and Omar were recruited by a man in Kelantan and entered Thailand with a Malaysian ustaz “Muhammad” and a South Asian man.
Thai police told the ICG that they believe that the two Malaysians had not established any links with the insurgents in South Thailand.
The Bangkok Post in a report today said that “this is not the first time that Malaysian nationals have been arrested in the South, but what is alarming is that this is the first time they have clearly linked their activity to jihad…Their arrests are considered proof that foreign Muslims radicals were being invited by members of the local jihadi networks to operate in the far South. Thai security agencies cannot afford to sit back and overlook this matter.”
BP: The ICG report from a few months ago:
Crisis Group interviews, Omar Hanif Shamsul Kamar andMuhammad Fadly bin Zainal Abidin, Narathiwat child and juvenile detention centre and Narathiwat prison, 25 and 26 August 2008. Fadly, aged 23, was a student at Universiti Teknologi Malaysia, the alma mater of prominent JI mem-bers, Noordin M. Top and the late Dr Azhari Husein. He said he had received one month’s physical training in Malaysia before coming to southern Thailand. Hanif, 17, said he had been recruited by a Malaysian man from Kelantan. Both suspects said that they had been pained by the Tak Bai and Krue Se incidents (see footnote 75 below). The two Malay-sians, together with their leaders, Malaysian ustaz “Muham-mad” and a South Asian man called Omar, had crossed the border in late May 2008. The district police commander told Crisis Group that there was no evidence the two had any links with militant groups inside Thailand. Crisis Group phone interview, Police Colonel Prabphan Meemongkhon, Sungai Golok district superintendent, Narathiwat, 15 August 2008.
BP: The ICG Report has some more details. This is not to suggest that Malaysians are central to what is happening in the South, but there are links between one of the groups operating in the Deep South, JI, and the Kumpulan Mujahideen Malaysia (Malaysian terrorist group) so it is not surprising that a few Malaysians pop up on the radar. 
btw, for some views of the Kelantan Chief Minister and who he is see this post, on Thai-Malaysian relations see this post and this post, for some other links with Malaysia see here.