How do I handle Korean script in the Excel Vba code?

Specifically, I am trying to save a document to a file directory that has a
Korean text in the directory path. I.e., C:\Documents and Settings\ì‹*ë�™í•˜\My
Documents. However, when I record the macro just to see how Excel would
write the code, the Korean text turns into ???, i.e. ActiveWorkbook.SaveAs
Filename:= _
"C:\Documents and Settings\???\My Documents\Book5.csv", FileFormat:= _
xlCSV, CreateBackup:=False
Indeed, re-running the recorded macro causes an error because ??? is not a
valid directory name. I don't like hard coding names, so even when I use a
variable to pick up the directory name from a cell, hovering the mouse over
the variable when in step mode, indicates that the Korean letters are not
recognized and the variable value becomes ???.

I have the Korean IME loaded, so I can type the Korean characters in most
programs, but not in Vba.

Along these same lines, I want to use MsgBox(Msg, Style, Title) to display
the message in Korean, but again, the Korean letters can not be entered
directy into the Vba script, nor passed using a variable.

Is it possible for Korean letters to be handled with Vba? If so how?

Thanks for any help that is given!