I would highly suggest running on a virtual machine, preferably on a backup computer. That has Deep Freeze. And a proxy. And probably flash your bios after. just to be safe.
It's a wee bit tough to get through the installation since it's, well, all in Korean. So here's a good breakdown as well: http://www.dhyrule.se/north-korea-redstar-linux-distribution
I'll provide some updates as I make my way through it as well.