I LOVE korean horror.
People get excited about japanese horror, but I think korean is better. :P
I'll list a few that I like and rate them on how scary they are (1-10, 10 being highest) for you.

( I'M NOT RATING HOW GOOD THEY ARE lol)
Cello - about 7 1/2,this is def. one of my favorites.
Face- 8 1/2-9. It's a really good movie as well, with a good twist at the end.
Doll master - about a 5, but if you get creeped by dolls it might be like a 7ish. Not the best movie I've ever seen, but it's not bad either. I got it when it was cheap, so it was worth the money. lol.
Phone- 8-9 1/2 I love this movie! I recomend this 100%. haha
Red Shoes- hmm... maybe 8, very good. The idea of this movie is greed and jealousy, although a lot of them seem to be like this, I think greed is really evident. Lol.
R-point- 5. Good movie, not that scary for me. If you can get past the boring parts of this movie you will like it a lot.
Wishing stairs 7-8- another of my favorites. This is the third in is the third in a trio of films that are related by all-girl's school settings, but none of them have to do with the next, so it's not like you need to go out and buy the first two. Even though Whispering Corridors is also good and it wouldn't hurt anything to watch it. :P
a Tale of Two Sisters (as coolala mentioned) - 7 Very very good, especially if you're into getting your mind simi-blown and ending a movie with a big 'ole "Huh??" also a fav.

Although for the most part I wouldn't say it's too scary. If you watch it a second (or third... or fifth time you will be thinking "ohhhh okeyyyy" through the whole movie.)
Bloody reunion - Also known as To Sir with Love - It depends on what scares you, if bloody movies scare you then it's an 8-9, if they don't then it's about a 6... BUT This movie has a really good twist. Like super. & although it's a big bloody it's worth it.
Anyway, those are my recomendations for now. :P