We once had a (southeast Asian) woman working for our company whose given name was "Mi" - pronounced "me". Her colleagues couldn't get used to saying things like "Hey, Mi" or "Is Mi there?" so they referred to her by her full name - which of course drove her nuts.

There's a Chinese restaurant in Calgary that takes clever advantage of the "confusing sounding foreign names syndrome", though - it's called "U and Mi" <img src="/images/graemlins/smile.gif" alt="" /> I don't think it's the same woman running it, though.