Check 'create a shortcut to always run this application with applocale.'
in the box available, type in what name you want the new icon to have.

The icon would show up in the applocale folder located in your start list and you're able to drag it onto your desktop. just don't mix up the applocale icon with the actual latale icon.

After you click the applocale icon, this window should pop up:

The launcher would pop up for you after you click ok on the previous window.
after updating, the button 게임시작 would come up next to 끝내기 and you're done.

also, you can stack the consonants by holding shift + consonant
(e.g. ㄱ equals ㄲ, ㅅ equals ㅆ etc.)

consonants:
ㅂ - b [p]
ㅈ - j [ch]
ㄷ - d [t]
ㄱ - g [k]
ㅅ - s
ㅁ - m
ㄴ - n
ㅇ - at the end, it's pronounced -ng & at the beginning, it's soundless.
ㄹ - r
ㅎ - h
ㅋ - k
ㅌ - t
ㅊ - ch
ㅍ - p

vowels:
ㅛ - yoh
ㅕ - yuh
ㅑ - ya
ㅐ - ae
ㅔ - eh
ㅗ - oh
ㅓ - uh
ㅏ - ah
ㅣ - ee
ㅠ - yu
ㅜ - uu
ㅡ - eu

EX: kamsa - rka tk would spell out 감사 ;3

so in short, when you type korean on your keyboard,
you don't type it in the romanized format, like you do in japanese typing.
instead, you should follow the keyboard guidance above.
also, it's not hard to memorize where the letters are either,
just a bit of practice will do the trick.

that's the overview of the korean keyboard.
please wait a while while i make a korean IME setup guide~
i shall paste it in my latale guide when i'm done too, hehe >w< <3

edit:
this is instructions only specified to WinXP. might now work on others:
1. open your control panel (start > control panel).
2. click on regional and language option.
3. click on the language tab (check 'install files for east asian languages' if you haven't already).
4. once on the language tab, press details.

5. this window should open up for you containing what type of keyboards you have available. english should already be defaulted into there. also, in the advance tab, check if the 'extend support of advanced text services to all programs' is checked. if not, check it:

6. back on the settings tab, press add. a new window would pop up and from the dropbox, find korean.
check the 'keyboard layout/IME' for korean and handwriting recognition if able & press ok:

7. voila, it'll add another language to your IME keyboard:

8. you should now have a language bar on the bottom right of your computer screen. if not, press language bar on the text services and input languages window and it should pop up. note that the default language would be english (EN):

9. for easy access to typing korean while you're ingame or wherever, you'll have to set a keyboard sequence to change it into a korean keyboard while you're in another program. the default language will always be the english bar, so it won't work if you tab out, switch the language manually and then go back on since the language would only be for your desktop or whatever program you had on while switching.

10. to set a sequence, highlight KO (korean) on your text services and input language window and press key settings on the bottom.

11. on this new window, highlight the keyboard sequence you want to change into which, in this case, is switch to korean-korean input system.
press change key sequence~ if you want, you can also set a sequence to the english keyboard:

12. you'll be leaded to a window where there's very few options you can choose sequences you can choose from.
set it to whatever suits you best then press ok. press ok again~

13. there, you should be able to switch to the korean keyboard if you hold down the correct sequence you setted for the korean keyboard.
try it, it should work~ if not, i suppose you can post your problem here.
also, to switch from english text to 한글 (korean alphabet typing), just simply press the right alt button.
it'll change the A to a 가 . press the right alt again to switch back to A.