When learning Korean, the first step is to learn the Korean alphabet. While, yes, often Korean words or phrases have been converted to the English alphabet (called romanization), you can’t correctly pronounce a word from just seeing it romanized.
This Hangul Alphabet Web site (http://www.indiana.edu/~koreanrs/hangul.html), put together by a group at Indiana University, is a great resource for learning the Korean characters.
I have actually found learning Korean easier than learning Spanish. I know that sounds weird, but since Korean uses its own alphabet, I have no preconceived ideas of what the characters sound like. Since Spanish uses the same basic alphabet, but with different pronunciations, I found it harder to use the Spanish sounds.
Anyway, this Web site shows each character and you’ll hear it pronounced by both a male and female speaker. Then you can hear the sound used in Korean words and phrases. Practice along with them and you’ll be reading hangul in no time.