Decide whether you wish to learn on your own through self-study methods or with a tutor or as a student in a college classroom. In the meantime, purchase a Korean English dictionary (usually priced under $15) which is available online at major booksellers or at bookstores in your area. Start to familiarize yourself with Korean grammar.
If you're interested in interactive learning, then peruse your local university's course catalog to see if any Korean language courses are offered.
If its a tutor you are interested in, a good place to find one is the university: international students are probably enrolled at your local college, and chances are there will be a Korean student who may provide quality tutoring services for a reasonable rate. The language department is often a good place to start. You could also post an ad for a tutor with an online classified market such as Craigslist, or go to a local Korean restaurant and ask the manager if he knows of anyone willing to tutor Korean.
Investigate your options. Depending on your budget and needs, an audio Korean language course may be helpful. Your needs will be different if you're planning a trip to Korea and just want to understand basic grammar rules so that you will be able to communicate effectively, or if you are interested in learning more complex grammar rules to speak and read fluently in Korean.
For getting around and understanding basic principles, try Pimsleur's Basic Korean (about $16 on amazon.com in 2009). Pimsleur employs native speakers and uses a listen-and-repeat method, where no writing or reading are necessary. For more complex grammar and a step toward achieving fluency in Korean, try the software program Rosetta Stone's Korean ($500).
Whatever method you try, practice as often as you can. Devote a half hour of study time each day to learning your new language, and you'll be surprised at how quickly you pick up the concepts of Korean grammar.