I can lay it out here. I did it twice.
gonk scream It's a very long and involved process... and I don't like the way that the people at XeRO laid it out, since I hate Azureus. But anyway.
First, if you have iRO (international RO), then get rid of it. You'll need kRO, the Korean version. You'll also need a torrent program, like BitTorrent or BitTornado (I prefer the second, just google the names and you can get one); you can get kRO
here.
Save it somewhere you'll remember.
You will also need a fully updated version of the SAKRAY client (the test server for RO), which you can get via torrent
here.
Once again, save it.
While they're downloading, you should probably register for the
XeRO forums. You can also register a name for the server from there.
If you can't see the registration page, you could try checking your internet settings to ensure that cookies are enabled, try accessing it from another computer (like at the library) or ask someone you trust to register for you. If all else fails, you could also email a GM (support@xero-server.com) with the username and password you want, your desired gender and your email.
Anyway.
Once the stuff is dowloaded, run the installers. They won't be in English, but you should be able to navigate well enough if through trial and error (or if you've ever installed anything before).
If you don't already have winrar, get it now (google it). It's like WinZip, only with a wider file range.
If you have Winrar, Download the XeRO client from one of the mirrors listed
here (you'll need to be logged into the forums to see this).
Once it's downloaded, it should open with Winrar. Extract the files (shift-click all of them and then click "Extract to...") to Program Files --> Gravity --> RO (the default install path).
Then you'll have XeRO. Just open the RO folder and find XeRO; you might want to create a shortcut to the client on your desktop.