I had this conversation at lunch the other day:
-I'm not sure I would have wanted to meet the young Isaac Asimov. He must have been a strange kind of person.
-Yeah, but he's a rider, so what would you expect?
-A rider. You know, an author.
-What? Oh. A writer.
See also A Tale of Two Geddies from Tenser, said the tensor.
I have also noticed problems with understanding the other way. Perhaps not so strange, since I'm the one with the strong foreign accent. Anyway, if I pronounce my name the way I do at home people won't understand what i say. My name is not that strange, but if the intonation is Swedish most people just can not make out the syllables. I have not entirely given up, but found some compromise that still sounds about right to me -- I would feel silly to pronounce my own name in some fake Canadian English.
Update: to clarify: I have no problems with other people pronouncing my name in a way that fits into the rest of their speech. The problem is that I know what my name is and feel silly to make up another way to say it (and yes, when I lived in Jämtland, up north, I still insisted in pronouncing my middle name in the Uppsala way).