It seems that what CW has advised you to do is go to Penang, get a tourist visa (as you don't have residency in Malaysia, they cannot issue you with an O-A visa), then, on your return to Thailand apply for an O visa. This would seem to me to be the simplest solution to your problem.
Thanks Brandon. I can make copies at home, I didn't realise they could do it all there. I might let them do all the work though, it's probably worth the 200 anyway.