No need to change the entire language of the OS unless you want to.
Here's how to do it:
1. Open System Preferences, select Language & Text (That's what it is called in Mountain Lion, might be called something else on earlier versions of OS X)
2. You'll see four "sections" in Language & Text. Choose "Input Sources."
3. Scroll down to Hangul and check the particular version you want. Also click on the checkbox "show Input menu in menu bar"
You will now see that you have a US (or whatever country you have set as the "native" language of the OS) flag on your menu bar. If you click that, you can now switch between Korean and US language sets. You'll also see another icon in the menu bar that wasn't there before, offering a character viewer and keyboard viewer.
4. When you've switched to the Hangul input (Korean flag) in the menubar you can use the keyboard viewer to see what characters are mapped to what keys, and what the modifer keys (option/alt, command, shift, control etc) will produce. With practice, you'll just "know" what keys to press to get the characters you need.