That really sounds like you're describing some kind of chiltepin. I can't really think of any small Asian chiles, except for chile japones...they're small, pointed, kinda oblong chiles, but not really round. They're pretty hot, similiar to a de arbol.

Another small, picante chile used in asian cuisine is the rat turd chile.

What you are describing sounds like a tepin.

Look under R on the attached link.

Here is a link that might be useful: Rat Turd Chile

I grow Thai Hot Ornamental aka Thai Sun Pepper every year.

Here is a link that might be useful: check the first two pics at this link

There was just a big thread on this pepper and seeds are offered.

http://forums.gardenweb.com/forums/load/pepper/msg1101534532423.html?12

Here is a link that might be useful: pepper

I agree with Willard.

You are describing the inimitable rat turd pepper.

Thanks everyone you have all helped a lot and I had not been to those links before.

The best I can tell its either a Rat Turd or a Bird pepper so I will order seeds for both and give them a go.

There is a Thai Bird thats used more times than not.

Rat Turd or Prig Kee Nuu is definately not round, it's skinny and hard to find in the U.S. The "Thai Chilies" in Asian Markets here are of different stock.

The pepper you are more than likely referring to is : Sili Labuyo

http://www.marketmanila.com/archives/sili-chilli

if you read on the comments, apparently someone commented that this is also known as the thai hot pepper.

"By the way, here in the U.S. I bought my Siling Labuyo seeds from Seeds Savers Exchange. It costs $2.75 for 25 seeds and they are located in Iowa. Here is the web address: www.seedsavers.org. They call it "Thai Hot Pepper"."

Here is a link that might be useful:

The cayenne chili, the hot thai chili, and the kung pao chili, are rather similar (I am constantly getting them mixed up in my garden). They are all small thin red peppers ranging from about 1.5" to 4" in length. I really love the taste of these. They are hot, but not so hot you can't eat them in plenty if you like spicy foods, and the taste is really good, though I think the thai/kung pao taste is slightly richer. You can find seeds for them all over if you just do a google search.

PJ