Massage parlours mostly offer extra services (HJ, CBJ, with a bit of luck BBBJ). Chinatown is a good bet for that. Alternatively seek out a KTV and have a few drinks. They send girls to sit with you, if you like one and she is up for it negotiate a price and leave...she'll know a hotel where to go and you can usually book a room for a couple of hours.
Some hotels also have pick up bars. But they change frequently, so can't tell you which ones. Ask a taxi driver....they usually are helpful.
If you're looking for a Malay girl it will, however, be difficult. Most of the girls are Chinese. So it helps if you can speak Chinese...but they also understand numbers and dollars in English.
KL is a bit sprawled, and places are generally all over the place, so be prepared to take a number of taxi rides.
