Well, while it is not exactly the same, this site is good for Korean learning:
http://www.kosnet.go.kr/ksad/index.do
You can take individual lessons in Adult, child, and infant levels. There are tests after each set of lessons. But beware, some of the lessons only work in certain types of browsers (it has some problems with Chrome and newer versions of Internet Explorer).
I would recommend getting a book to study from, one that has good exercises AND answers to them (some of them don't, which makes learning harder since you have no reference). My recommendations are "Complete Korean" and "Korean for Beginners," both of which have audio CDs to help with speaking.
Best of luck in your studies!