I get my daily emails from
Korean Flashcards (they have many languages)
http://www.korean-flashcards.com/index.php
There are also quizzes and pronunciation guides. Using it in conjunction with talktomeinkorean.net (they have some instructional videos) and watching korean dramas with subtitles actually seems to work some.
When the speech is very rapid, I get the feeling that this is an exercise in futility. I usually use the “trial by fire” or immersion methods of learning. How long have you been studying?
The more you hear another language, the easier it is to pick it up, even if you don’t think you’re doing much but wasting time. Watching the Korean videos is good, and so are the flash cards. Of course, if you had a Korean friend to help with a simple conversation once in a while, it would be like second nature to you in no time.
Which begs the question...is there a particular reason for studying Korean and not, say, Mandarin or Russian or Togalog?