Rlcwong, I had the same problem with with MH on 2 sectors in April (PVG – KUL and KUL-SNG) that were not credited to my BA account. MH claimed the miles were credited to another program (their own) on one sector and that I was a ‘no show’ on the other. The nice chap on the BA Gold number told me they having lots of similar problems with MH at present and asked me to email copies of my boarding passes which I have done. They have credited one sector and BA advises me that the second will be credited shortly.
As Ian from HK rightly advises – keep hold of your boarding pass and tickets for situations such as this.