I Googled the Malm collection series and did not find what your speaking about. They do have a combo shelf/drawer unit that is part of the bed. If that is what your speaking about you need to use a heavy molly type of bolt to secure this to the wall. Realistically even being an apartment any holes that you put in can be easily fixed when you decide to move out later on. So I would not worry to much about the hole size your going to make. What you need to determine and this should be part of the install instructions if you have them is what your going to fasten too? Anything heavy such as a shelving unit should be secured to the framing of the structure, not to just the wall covering alone. So be sure that your fastening into wood or cement then just the Sheetrock material Unless the directions tell you otherwise.
My bad, it's actually the LACK shelf. I've had it under my bed for years just because I"m unsure how to install it without ruining the walls of my apartment. http://www.ikea.com/us/en/catalog/products/10159099/
The screws are pretty small that you use to fasten this to the wall. The holes will only be around 1/4 inch if that in size. Easy to touch up with spackle and paint when the time comes. Just be sure to find the studs on the wall. A stud finder works well. Or you can use a bright flashlight against the wall. When placed next to the wall you may see the indents where they spackled the holes for the nails. Put a mark where you see these dents. then using a level move up or down to the shelf height. Its there you should be able to find the stud behind the wall cavity. Just be sure to hit at least two of these studs to be sure the shelf will stay put.
Wow - great response! The shelf is kinda heavy, so I was hesitant on the installation. Looks like I should invest in a level tool. Thanks so much.