How do I get to Kuala Lumpur from Kota Kinabalu by Bus or train?

Me and my relatives are going to Kota Kinabalu next year and I also want to go to Kuala Lumpur, Bangkok, Thailand or Ho Chi Minh. But when I looked at the map I found out that Kota Kinabalu is in another island. I looked at the net on how we can get there and found out that the one way flight ain't so cheap and if added to the list it will exceed my budget. So please can anyone tell me how to get there by bus or train because someone told me that there is (Unfortunately he cannot speak english language properly).