Incidentally, another nice little bit of plot working: I don't think just any house elf could have aparated into the Malfoy's prison; I'm sure they had magical protections on their house. But since Dobby was their servant, they would have wanted him to have been able to aparate in and out so he could do his errands without disturbing them. Guess they forgot to do the magical equivalent of changing the locks after he left.
They say in the book that house elf magic is different than human magic. That's why the house elfs can apparate in and out of Hogwarts. I don't think the Malfoys can block house elf magic from their house.
Ooh, good point. :)