Malay = pacific islander?

"Pacific Islander" in the context you're referring to usually means Polynesian. Filipinos have an argument for being included in that group, since the Philippines are islands on the edge of the Pacific, but Malaya is on the Indian Ocean and isn't an island (is it?). I think it would be more accurate for you to describe yourself as Asian or belonging to two or more races. And don't you also have the option of leaving that space blank?