How do you actually choose an official full Korean name?

My full name is a bit long and even my own family members pronounces my given name wrong sometimes, if I ever go to Korea, I want a Korean name so that Koreans will feel a bit at ease while calling my name. I was thinking to name myself as 'Ro Mina', it's short and easy to pronounce, but I heard that you need get an official name from an embassy, yet I don't know. Do you how to get an official full Korean name?