For about ten years, Slate has had an intermittent series of articles that explain how to pronounce names of people who are in the news. As someone whose (first) name is frequently mispronounced, I can appreciate the effort. (For the record: I pronounce it like the word "anneal", used in glassmaking.)
Amusingly, the column has been running for so long that they've had the opportunity to offer more than one way to say "Pinochet", with the Chilean dictator having eluded earlier attempts at pronunciation. Due to Slate's weird archives, earlier must-hear words don't show up in that archive, including frequently-used conversation starters like Qatar and Abu Ghraib, and a host of others piggybacking under the also-excellent Explainer feature that is one of my Slate faves.
See also the Voice of America pronunciation guide.