GTmaru
Good question you have here, I really don't know.
What I'd suggest is that on the way up to the border point at Huey Khon, you stop by Thai Immigration at Nan town to confirm with them that South Koreans do NOT need a visa to travel to Laos. You should ask them to give you a note confirming this that you can pass on to the Thai Immigration guy at Huey Khon, he may not be familiar with the rule. FYI, Nan Immigration telephone number is: 054-711-913
In addition to that, assuming that Thai Immigration permits you to depart Thailand, there could be a problem with the Lao Immigration people about one km on down the road there in Muang Nguen. The place is pretty isolated and they may not know that South Koreans do not need a visa to enter the country.
So, recommend you visit either the Lao Embassy in Seoul or in Bangkok and get a note from them explaining your situation.
Seoul
657-9 Hannam-Dong, Yongsan-Gu
Phone: (00-82-2) 796 1713
Fax: (00-82-2)796 1771
Email: amphayk@ hotmail.com
Mac