Quote from Scawen :

You must select Korean text using the normal Windows shortcut key combination, not the drop-down menu in LFS.
The Windows key combination will automatically select the correct code page in LFS, and the input method at the same time.
On my computer that key combination is ALT+SHIFT. Please let me know if it works.

On my keyboard the shortcut is "한/영" button (there are two additional buttons on Korean keyboard). If I press this button, the language is switched to Korean, but only "?"s are typed. I'll try to test on WinXP.

I can select Korean characters from drop-down panel, but I cannot type them (if I type '권', it should be typed in 'ㄱ'-'구'-'궈'-'권' sequence, but just '?' is shown). Is it by design?