Hi jePAX,
Sorry I didn't know. = 미안해요. 저는 알지 못했어요(Mee-ahn-hae-yo. Juh-nun Ar-ji-mot-haet-ssuh-yo).
--> Sorry = 미안해요(Mee-ahn-hae-yo).
--> I = 저는 (Juh-nun)
--> didn't = 못했어요 (Mot-haet-ssuh-yo).
--> know = 알지(Al-ji)
I translated as "알지 못했어요" to break them down easily, but we usually say "몰랐어요" for "didn't know".
So the sentence for "I didn't know" would be: 저는 몰랐어요(Juh-nun Mol-raht-ssuh-yo).
Hope it helps..