That's the story of my life, unless you speak French you will probably pronounce my name wrong, no matter how many times I repeat it and help people pronounce it, I don't get mad nor think it's rude, it's kind of amusing actually. Once I realize they can't handle it I just tell people to call me by my last name which is very easy to say in English. There are too many interesting things in life to get hung up on a petty detail like a name.
Hey if you write your name out as LAST First (which I see many French people do) then you might not even have to ask people to call you by your first name.