Watching Euro2008, we constantly get to hear the commentators mis-pronouncing foreign names. The ITV commentator who constantly refers to "Nicola Anelka" (sic) is simply an idiot. But that's an easy target. More controversially, I suggest that we sometimes go too far trying to get the right native pronunciation, sometimes it's ok to Anglicise...
My name is Rana, I am writing in English, but I have a different name in Bengali. My name in Bengali is Rana.
I have neither the knowledge nor the keyboard to accurately write out all the different phonemes involved, but in some respects English is a very limited language. Only twenty-six letters, though other sounds can be created through combinations of those letters. I actually like the limited set used here, it gives extra scope for pun and games. Bengali has over forty letters including more than one that approximates to n. The first is like the English one. The second is a bit different, and it is not the same as the Spanish ñ either. My name uses the second one. More significantly, within my Bengali name, the stress is not so strongly on the first syllable.
But, and this is the message here, if you are talking in English then keep your pronunciation in English. Don't try to completely copy the native phrasing. I've said it before. It just sounds odd.