When I was in Korea I bought the Korean version of Red Alert 2 and it gets mad annoying since its all in a language I can't understand. Would it be legal to download the english version of the game and just install it with the CD-Key from the Korean game?
yes that would be legal. as if you ever took the time to read some EULA's, then you would notice that the ones with cd keys always say "this software is licensed, not sold. You may distribute, download, or copy this software."