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tha-LYE-ah would be the English pronunication. The "ei" diphthong in Modern Greek makes a long E sound like in the word seek.

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This question was already answered for you once before by a Greek:
http://www.behindthename.com/bb/arcview.php?id=3344271&board=gen

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He made this website:
http://www.etymologica.com/page9.htm

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Here is another pretty good site that explains the differences between Modern Greek and Classic Greek that includes pronunciations:
http://www.foundalis.com/lan/grkalpha.htm