Don't be discouraged, Fishie.... you got burned this time, but rightly so. It happens and you're the one who took the chance by not contacting them and asking those questions first.
There are also reputable sellers in Malaysia who ship plants here with all the proper permits and paperwork. That often costs a bit more but you can make up that difference by making fewer, larger purchases. You could easily sell off excess plants you don't need locally through Craigslist too and get some money back in the end.
It might help to count this as a lesson learned (the hard way) and be more selective who you're buying from next time. Plus on the bright side, you didn't get fined this time, did you? You could have been.