If you go to add/remove programs and select internet explorer (if that's what you're using, if not stop reading) then you can choose to modify the installation. Follow the steps and make sure all of the options you choose are for a custom setup. You should then be able to choose which langauge options to install at some point in the add components section. I'm not sure if korean will be there but you can give it a go.
If korean isn't there I suggest you pay a visit to windows.com for info.