Brad,
I understand that it is possible to fix the Korg to 44.1 if you use an external clock, is this THAT important?

Yup..
I remember playing with my sonorus card and the Korg when I first hooked them up I inadvertantly had the korg running at 48khz and the Studi/o card set at 44.1khz.  Both were using their own internal clocks.  It took me an hour to ponder what it was I was hearing.. and to figure out what I did wrong.  Basically the connection worked but things didn't sound right.  There was a kind of graininess to the low end, especially the bass. When I sorted it all out it was due to the mismatch in sample rates. The two were running asynchronously, missing samples and adding
artifacts. Bottom line all devices must be in lock step for it to work properly.

how is it done exactly?

I have only ever tried locking the Korg to the clock riding the ADAT lightpipe.  I personally set the Sonorus studi/o card as the 44.1 khz master by running it on it's internal clock.  I then set
the Korg's clock to source from the ADAT lightpipe.  The Korg locks perfectly to it. You may be able to use the BNC wordclock input if the device you are connecting to has a wordclock out.  I'm not sure about this though.
In a previous thread Steve was tryng to sync to a MOTU 2408.  I saw that he was successful with the lightpipe sync. He was going to try the wordclock but hasn't posted his results yet.

Rich
gorDesign solutions