Don Muang Airport

[Surfcrest]

At this rate I'm sure someone will eventually suggest that the OP walks to the Malaysia Hotel. My money is on Christianpfc

I won't go that far, but from Lumpini MRT he might as well walk it in from there.
Lumpini Station is past Ngan Duplee as you get off the freeway or if you are getting off the MRT at Lumpini from Don Muang via Mo Chit / Chatuchak Park.
Traffic runs the opposite direction on Rama IV and so you'd have to walk back to Ngan Duplee, against traffic and hope for an empty cab in to the Malaysia (not far)...or catch an available cab in the far left lane of Rama IV and come around and in the back way, by Babylon and the Consulates.

A cab from Don Muang is your best bet.

Surfcrest