So you simply have to make a Chinese name out of a Western name if you live in China. How else would you be able to write it in Chinese? And if you want the name to sound good, it must look good and have a good meaning too. A Marie becomes Meili etc.
America btw is Mei-guo, which means "Beautiful country". I told you names must have a good meaning. ;)
In Iceland, they received Vietamese boat refugees some years ago. Everyone had to get an Icelandic name. Iceland is a small country with a great cultural tradition, I imagine they want to keep their culture. They don't have ordinary surnames either, but the name of the father (or mother). Vigdis Finnbogadottir for instance.