We pronounce it the same as they do in English-speaking countries. When foreign first names are adopted by the Dutch, the original pronunciation is usually preserved - usually, but not always. An example of the latter is John, which is kind of pronounced with an 'oh'-sound instead of an 'aw'-sound).
Growing up, I have known e.g. individuals (all born to 100% Dutch parents) named Cindy, Leroy, Wendy and Wesley and all pronounced their name in the proper English way. The fact that these are all pronounced properly, may be due to the fact that these were introduced to our country in a time where the general Dutch public was already quite familiar with the English language and English names. In contrast, the aforementioned name of John was introduced during the liberation of the country at the end of World War II, when ordinary Dutch people got into contact with American, Australian and British soldiers. Most of those Dutch people didn't know a single word of English (as the language was rarely, if at all, taught at Dutch schools across the country), and so the name John was "dutchized" when it was adopted, because the proper pronunciation was unknown (or forgotten sometime after the first encounter with the name) to the general Dutch public. It's difficult to preserve a name in its original pronunciation, when the new adoptive environment of the name is not all that familiar with the language that the name originally came from - if you see what I mean.
That is different now, of course - almost all Dutch people aged under about 55 can speak a decent word of English and so every newly adopted English name (like Jayden) tends to have the original pronunciation preserved. But English names that were introduced decades ago with a "dutchized" pronunciation (like John) continue to be pronounced in the "dutchized" way, even though the people are now aware of the proper English pronunciation. The "dutchized" pronunciation has simply become stuck, too deeply rooted. Of course, nowadays there are parents who name their son John and insist that his name is pronounced in the proper English way - which people will then respect, of course - but in general, the "dutchized" pronunciation remains the most common one.
Well, I hope that helped you somewhat. :)
"How do you pick up the threads of an old life? How do you go on... when in your heart you begin to understand... there is no going back? There are some things that time cannot mend... some hurts that go too deep... that have taken hold." ~ Frodo Baggins
This message was edited by the author on June 25, 2012 at 12:22:23 PM