Dorset Regency is very close to a few major shopping complex. To name a few, Starhill (for everything designer labels), Lot 10, Sungei Wang, Low Yat (everything electronics). Walking distance from the hotel. Dorset is next to the Ritz Carlton Hotel, you can use the sky bridge from Ritz Carlton that connects to Starhill. Exit Starhill and you are at Bukit Bintang, turn left and you will see all the shopping complex i mentioned.
KLCC is a short cab ride away.
As for fakes, the authorities have been really tough on pirated DVDs.
Other counterfeit items, just go to Pataling Street or some call it Chinatown. Bargain, and sorry, i dont know the price you should pay.
Cheers.
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For every wound, a balm.For every sorrow, cheer.For every storm, a calm.For every thirst, a beer.