Malcolm was reasonably new to Bad Company when Danny Franks joined and as such had not become as hardened as the other members of the unit. He took Danny under his wing and gave him advice on how to survive.
One of his pieces of advice was to avoid caring about your fellow soldiers, so that if they died it wouldn't matter to you. However he did not take his own advice and he sacrificed his own life to save Danny from a bomb blast.
Danny buried Malcolm, but discovered later that Malcolm had reanimated and become a zombie. Zombie Malcolm attacked Danny, so Danny was forced to kill him.
What disturbed him was that he was sure he saw some humanity still in the eye of Malcolm before he killed him. To ensure that Malcolm would not rise again, Danny chopped his body up and buried him again.
That was not the last time we saw Malcolm. He returned as a ghost in Bad Company - Kano to aid Kano.