Sounds a lot like FM has no idea of the Korean font that your using – might want to check if it’s installed and if FM can “see” it?
You should also check the encoding of the font. Is it a unicode encoded font that is being used or a font using characters in non-standard locations?
Thanks for all your answers. Here is what worked for me.
I found this link: Korean Unicode Fonts and installed the font "Adobe Myungjo Std M" and changed the style of the FrameMaker replacing the previous font with this font, and it seems to be working.