Congrats Satya Nadella on becoming the CEO of Microsoft.
I'm from India and have noticed that Satya Nadella's name is pronounced SaaT - Yuh // Nuh - Dell - Ah.
Steve Jobs, Steve Ballmer, John Thompson and maybe the entire non-Indian language speakers seem used to pronounce it that way. There's nothing wrong here and i believe the same is the case when people try to pronounce German or Eastern European names.
If you are an Indian you would pronounce it Sath - Ya // Naa - dhell - Ah.
(http://www.microsoft.com/en-us/news/ceo/index.html)