If the Korg outputs audio through usb...you could run it into a computer and use any of the free mp3 encoder programs to convert your audio files to mp3.

If not...run the analog outputs through an inexpensive audio interface into a computer and convert to mp3 as stated.

The other option would be to buy an external, handheld recorder that records to mp3 audio. It all depends on what you want to do with the final product.

Good luck,
jingleman