I have suffered from this problem, too. But I solved that like this.
At first, go to
/usr/share/xmodmap. then you can see a lot of xmodmap files. I selected
xmodmap.kr but you can choose any file you want. After changing the file, try
gkb_xmmap kr[it depends on the file you chose ] maybe it'll work. Then run
gnome-session-properties and add this to start-up.
I hope it will help you. This Information is came from KLDP(
http://bbs.kldp.org)