Cannot input foreign language

Hello, all. I have tried for an hour to configure my keyboard input properly, and I've searched online to no avail. The problem is that I cannot input a foreign language (attempting to enable Korean). I installed the keyboard and set it up so that left alt + shift switches languages. The language bar shows that I've changed to Korean, but only English comes out.

I've tried several programs, such as Firefox, IE, and Word, and it's the same in all of them. When I had XP, there were never any problems for me setting up Korean. Somehow with W7 it is impossible for me to figure out.

I'd very much appreciate any advice getting this to work. Thus far, I've had to rely on copying and pasting syllables from a Korean dictionary to form words I want to type.

Hope this helps:
Can I write in Korean on any version of Windows 7?

Just as I feared. Why would MS screw their customers over like this?

I've read about this issue before, but I asked about it on a forum for people living in Korea and someone assured me it is possible to input foreign language with the right configuration. He said the more expensive versions of Windows were for changing the entire interface to a foreign language, but that basic input is available in the home edition.

I guess that person is wrong, but I don't understand why I have the option to add keyboards under the control panel and switch between them on the language bar if it's not going to do anything. It seems like the configuration option would be locked out or absent. (I'm referring to the configuration page that Bare Foot Kid screencapped.)

Thanks for the responses. I think I'm just going to reinstall XP or switch to Linux. There's no way I'm paying another $140 to do something that I should be able to do with any version. I'm so angry right now my head is going to explode.