Feel free to correct it for those of us who don't have a clue.

Sure thing

Should be pronounced like this:

Shiao - Ching - Zheng

Shiao is pronounced like "shout" without the t, or "ow" (like you hurt yourself) with an sh in front of it

Ching is pretty self-explanatory. Rhymes with sing, but starts with ch.

Zheng is harder to describe. It's similar to "zing" but instead think "zeng" (with the e pronounced like the e in end). Now, to pronounce the "zh" sound try to pronounce "it's" but stop yourself at the interface between the t and the s. That is about the sound that you should be making. Don't make the sssss sound either. It's more of a z sound. Like if you saying "zzzzz" and then moved your tongue back a bit.

There's an alphabet for this:

http://www.internationalphoneticalphabet.org/ipa-sounds/ipa-...

Based on your description:

ʃaʊ - ʨ̑ɪŋ - ʒɛ̃ŋ

You described the z initial, not the zh initial. zh is very similar to the English j.

"Sheow Ching Jung" is a better approximation.

>zh is very similar to the English j.

I strongly disagree... what makes you say that, Nick Garvey?