This is interesting. I went to about.com (Italy) and they say that Italian names are usually stressed on the second to last syllable (ay-LAY-na), however, in Southern Italy and Rome, the stress is on the first syllable (AY-lay-na). I don't profess to be an Italian expert, but it seems to me that even in Italy, there is no one correct way to pronounce the name.
Michelle, I'm curious. Do you have family or friends from Southern Italy?