Ha! My first recommendation would be DON'T GO! Albania is not a holiday destination! It is a very under developed country with bad roads and nothing to do! Its hard to get around, there's no transport and security isn't great either. The only thing it has is sunshine (only in the summer) but you already have that in Thailand!
If you still really really want to go (and I can't imagine why) here is some information:
A passport is required to enter Albania and it must be valid for six months or more. Customs officers strictly enforce this law.
Only passport holders from the following countries may obtain a visa at the border: Argentina, Australia, Austria, Belgium, Great Britain, Bosnia (tourist visa only) Brasil, Bulgaria, Chili, Czech Republic, Denmark, Estonia, Finland, France, Germany, Greece, Hungary, Ireland, Iceland, Italy, Japan, Canada, Korea, Croatia, Latvia, Lithuania, Liechtenstein, Luxemburg, Malaysia, Malta, Montenegro, Netherlands, Norway, Poland, Portugal, Cyprus, Romania, USA, Serbia (tourist visa only) Singapore, Slovakia, Slovenia Spain, Sweden, Turkey, New Zealand and Switzerland.
All others must organize a visa in advance through their nearest Albanian Embassy or Consulate. You can check the full list of Albanian Embassies but I believe your closest one is Malaysia, these are the contact details:
Embassy of Albania in Kuala Lumpur, Malaysia
31st Floor, UBN Tower
Jalan P Ramlee
50250 Kuala Lumpur
Malaysia
Phone: +60 3 20788690
+60 3 20783829
Fax: +60 3 20702285
Email: embassy.kualalumpur@mfa.gov.al