My first marriage took place abroad and has not been registered in Malaysia. Must I declare it when I want to marry again?

Yes; that marriage still exists even if it has not been registered here, so you are still a husband and the polygyny procedure applies. Registering your first marriage is the right step, even though it may involve a late penalty. Claiming to be single on the new marriage form is deception, and when it comes to light, the consequences fall on both wives and the children. Take your foreign marriage certificate to the state Islamic religious affairs office and ask about the registration steps. Only after that, if you still wish to, file an application for polygyny permission with complete information. See recognition of marriages.