Have you tried enabling East Asian Language Font in your computer? This is done through the Control panel -> Language and Regional Settings. Its probably not turned on or selected that is why your computer and iTunes could not read those characters.
Also you might have to install the Windows IME for korean, this is for windows user, not sure if it's same for mac users, but after installing it, you have to reenter the titles in korean characters yourself again.
I use to have this same problem, but I did this and it worked for me. See below.
Ignore my songs

especially the Savage Garden.