He also said that the Malay community should not make accusations about their rights and position being challenged.
Instead, the Malays should ask themselves if they have acted accordingly, he said while citing the recent flap over the fatwa on yoga.
"Malays must ask themselves why," the Sultan said.
"For example the yoga issue. One side speaks. Pam Pam Pam. Non-Malays start interfering. The source of it is that we are wrong for not following procedures. We make noise before we even do something correctly.
"We must know where the mistake is. We cannot make accusations. When we do something without following procedure everyone will be in a muddle."
The Sultan was speaking in an interview with Mingguan Malaysia published today.
It is the second time in a week the Sultan has spoken out on race relations and religious issues.
The remarks come amid a heated debate sparked by a raft of recent public comments about race relations and the concept of Malay Supremacy.
His comments are also the latest sign of a more vocal royalty which appears to be filling the vacuum left by a lack of political leadership.
In the interview with Mingguan Malaysia, the Sultan was also asked his opinion on how the issue of Ketuanan Melayu, or Malay Supremacy, which the newspaper described as a concept which for the Malays, was tied to the royalty, but which the non-Malays had other views.
He would not be drawn in, however, to the debate, pointing out instead that he did not know how to answer such questions because "we are the Malays, the sultans are Malays so why must it be brought up?"
"We must focus on more important issues such as the education, economy and income of the Malays."
The Sultan said he did not understand the restlessness, as described by the newspaper, regarding Malay rights.
He suggested it may all just be politics, adding: "that is why I do not understand politics. The proverb ada udang disebalik batu (having a hidden agenda), I don't understand all that."
But the Sultan pointed out that it was important for the sake of race relations for the public to know their history.
That was the reason why he it was his initiative to have the recent Conference of Rulers issue a statement defending the social contract, which has also been the subject of roiling debate recently.
In his interview with Mingguan Malaysia, the weekend edition of the Umno-owned Utusan Malaysia daily, the Sultan spoke of the social contract that needed to be understood.
"Previously no one spoke of the social contract but it did not mean they were ignorant.
"What is the social contract? It is compromise, between the people and the royalty, the Malays with the Chinese and the Malays with the Indians."
Asked about the a recent suggestion by Tunku Naquiyuddin ibni Tuanku Jaafar for royal immunity to be restored, he said it was entirely up to the public.
"If the people feel that I am entitled I will accept it and I will do my best. I am not making any request for it.
The Sultan added that perhaps a conditional immunity should be considered.
"I do not agree in having immunity from paying my debts or from assaulting someone until the public does not get any justice," he said.
He suggested instead that royal immunity be granted for the rulers to speak out on issues.
Tunku Naquiyuddin's suggestion for a restoration of royal immunity, was described by Mingguan Malaysia an attempt to challenge Ketuanan Melayu and Malay rights, although the Negeri Sembilan regent had said only that it was to place the Malay rulers back on par with other constitutional monarchs around the world.
Tunku Naquiyuddin had also argued that royal immunity needed to be "reclaimed and reinstated so that the constitutional monarchy can be restored to its full sovereignty so as to play a more fitting role in the 21st century as a guardian of the Federal Constitution."
It was former Prime Minister Tun Dr Mahathir Mohamad who led the charge against constitutional monarchy in the late 1980s and 1990s. Around 1992, the media exposed the excesses of the royalty and their extravagant lifestyle.
It so happened that a hockey coach was assaulted by a member of the Johor royalty. This unleashed a wave of public anger against the Rulers and culminated in Parliament, amending the Constitution and withdrawing royal immunity.
The personal immunity of Rulers was removed, except for the legal process relating to the performance of their duties.
Some Malaysians have also questioned the timing of Tunku Naquiyuddin's statement on reinstating the full immunity of the monarchy. His father, the Ruler of Negeri Sembilan was recently in the dock in a legal tussle with a bank.
A special court ruled that Tuanku Jaafar Tuanku Abdul Rahman had to pay Standard Chartered Bank nearly US$1 million to honour his commitment in a letter of credit over a business deal.
This was the first time the special court had heard a case involving a member of the royalty.
He suggested instead that royal immunity be granted for the rulers to speak out on issues."""
DYMM,many malaysian would definitely support on this matter.