It has been widely reported that Algore's Current TV sent them to the China-North Korean border to do a story on refugees. Having worked for more than one news organization myself, I suspect it was their idea to begin with, but someone had to sign off on it. Did Algore personally give them marching orders to go get themselves captured by the North Koreans? I don't know. After the fact, he did offer to go get them, but apparently wasn't going to be allowed in.
From TechCruch: "Now the LA Times says a Japanese TV channel has reported that Gore would be prepared to fly to Pyongyang and secure the womens freedom."