A MALAYSIAN security guard was shot by an unknown assailant in the chest Saturday while on duty at the U.S. Embassy in Kuala Lumpur, a U.S. Embassy statement said. The guard underwent surgery and was listed in satisfactory condition. No one has claim responsibility for the shooting. . . . NEW YORK POLICE warned drug users in three states Saturday to beware of a batch of toxic heroin that has killed at least five people and sickened scores of others, authorities said. Police said the bad heroin - sold under the street name "Tango and Cash" - resulted in overdoses in New York City, New Jersey and Connecticut.