Sighting in the Republic of South Korea

At approximately 0630 on the above mentioned morning I witnessed a UFO traveling up a valley while in the Republic of South Korea.  I was active duty military and was stationed in Korea at the time.  My unit was out on a training excersise with our helicopters situated in a valley.  At 0630 I was standing in line to recieve breakfast and looked over into the valley.  I saw a cone shaped flying object move up the valley.  It had circling lights around it that were mult-colored and rotating in opposite directions.  It had no propellers, or rotor blades or any external engines that I could see.  It was also quite soundless and moved as if it was on a string being pulled through the valley.  That particular morning it was very foggy but as the craft approached the fog parted and the craft moved through our area.  Myself and one other person saw this UFO and he looked right at me and told me to keep my mouth shut and never mention a word about what we just saw.  Being in the military and having someone that outranks me to tell me to keep my mouth shut was to me an order.  I kept my mouth shut, but was amazed that I actually saw what I believe to be a UFO.  Again, this vehicle made no noises, no sense of motion except for it's flight and was NOT a military reconnisance aircraft.  I know the difference, believe me.