Two copies of passport information page
Tow copies of lqama
Two copies treveling ticket(one way only)
Two copies of application form that you have to download from the embassy website
Two personal photo on white background
Finally two copies of Exit and re-entry visa.
Supporting letter means your uni will do the student pass process for you after you come to Malaysia. Your uni will have to send the entry stamp to EMGS so that EMGS can give them the supporting letter to take to Immigration. Makes sense?