Did your charges ever bill? When I was on AT&T and roaming I did on several occasions have roaming appear 120 days after use.
I was using my T-Mobile SIM and my charges from January this year just appeared on my bill. (was in Seoul and Suwon).
BTW: For those who were wondering. If you have an Asian or European 3G/UMTS compliant phone then you can roam on both KTF and SKT (at least with a T-Mobile SIM), KTF provides voice and data, with SKT only providing voice roaming. The South Korean networks are making a huge push to move away from their CDMAOne/EVDO network and onto the UMTS/HSDPA networks with good incentives on the handset side to switch. So coverage is fairly good all around Korea. I used a Nokia e61i with no issues in Korea.