I got an email from NYU stating that I should send a $500 deposit to confirm acceptance of an offer for $10,000 partial scholarship. However, they said they would like to receive it by the following day, and I live in SOUTHEAST ASIA.

This was an incredible turnoff; did anyone have a similar experience?

Josepidal,
The most convenient way is to pay the deposit on-line. You can use Master Card, American Express, or Discovery (Visa not accepted). If you don't have the above credit cards, borrow one from your friends, which was what I did.
If you prefer using an international money order and send via mail, just make sure it is postmarked on/before the deadline.
Good luck and hope to see u in NYU!
Yen