You pay the Merchant in the currency of their country (e.g. US Merchants will charge in dollars).
When you view your DHL EasyShop account, you will see the duty, tax and shipping/handling charges shown in the local currency for the country from which you bought the goods. This allows you to add the shipping/handling, tax and duty charges to the price of your goods to calculate the full delivered costs.
You can also opt to see the costs converted to your local currency, using the conversion rate of the day, so for example, UK customers will see their charges in UK Sterling, and for Malaysian customers the charges will be shown in Malay Ringgit. Please bear in mind that your bank or credit card company may use a different exchange rate and that exchange rates can and do vary from day to day.