> it's more like sah-oo-na, but the sah-oo is pretty quick and almost sounds like sow.

I think it's a little more like 'sah-oo-na' too. But 'sah-oo' said together *is written like 'sauna'. So there's no excuse really, except that English mangles all foreign words - regardless of whether the rest of the world pronounces the word in a way close to the original language's pronunciation. You have got to feel sorry for the Finns on the sauna front - that being their major linguistic and cultural export. This is a sorry little list this one:

Words Borrowed from Finnish


Lucky 'Nokia' is a bit more straight forward.