If you're trying to learn Korean, there are a number of free sites on the web which can help.
The Korean Broadcasting Service has produced Let's Learn Korean - a useful site if you already understand some Korean and want to consolidate what you know, but unlikely to help a complete beginner. After an introduction to the pronunciation and grammar of Korean, the units are based around recorded dialogues, presented in written (with Roman transcription), audio and flash form. They are then explained, word for word, in the recorded lessons. However, there's no systematic step by step analysis of the language - ie focusing on one grammatical point at a time - or practice activities. This means each lesson is far too overloaded with material unless you are already at elementary, rather than beginner, level.
The Korea National Tourism Organisation also links to Let's Learn Korean, as well as providing two other resources. The first, for travellers, is just a collection of handy phrases. The Korean script is given and the translation, but if you can't already read the script, it's difficult to understand the pronunciation from the audio. The second is an intermediate level course, Korean language adventure, which provides reading practice, conversational dialogues, and some practice activities. The site also provides a information on Korean culture and other information useful for the tourist or traveller.
Lack of Roman transcription is again a problem for the complete beginner trying to use the Sogang Korean Program, produced by Sogang University. The course starts by introducing the alphabet - but at that point with no reference at all to pronunciation, leaving them as a meaningless list. When pronunciation is introduced, the recording is not clear enough to let you understand fully how each symbol is pronounced - a Roman transcription, however approximate, would be invaluable in the early units.
After the introductory units on the script and pronunciation, the course is then composed of progressive units which try to combine the introduction of "useful" language with a systematic approach to analying the language. Unit One, for instance, introduces greetings along with the Korean equivalent of the verb BE, demonstrative pronouns, and a number of other grammatical features. Again, however, the usefulness is marred by the lack of Roman transcription and the impossibility of fully understanding the pronunciation from the tape. A useful course, however, if you've already learnt the sound-symbol correspondance from other sources.
For that, try David Eisenberg's An Introduction to Korean. The site provides (as well as some basic vocabulary and grammar) a slow, gradual introduction to the written form, with Romanisation, audio and practice activities. Once you've worked through them, you can then test yourself with the activities at Learn Korean. It also covers some basic vocabulary and grammar.
Once you've learned the basics, try the Defense Language Institute's Korean Sustainment and Enhancement Course. You'll need a good knowledge of the grammar because that's not covered, but other than that it's a fully comprehensive course.
Other sites don't provide complete courses, but have practice activities which are useful once you already understand some Korean. Check your knowledge of vocabulary and ability to read the Korean script with these vocabulary quizzes, or practice your pronunciation and listening with the University of Indiana's on-line materials. These go from Korean 101 to Korean 402, and are clearly accompanied by written material available only to the students of the university. As there's no explanation or written form available on-line, you need to understand the Korean of the audio before you can use them (instructions for the activities are given in English). However, if you are studying with other courses, these lessons would still be usable as consolidation.