Urgh, this is a really tricky one for non-Welsh folks. It's sort of like KWU(ll) og. LL is a voiceless fricative that doesn't occur in English; basically, a sort of hiss. You can have a shot at it by putting your tongue against your front teeth as if you were about to say 'l' and then blowing down the sides of your tongue.
Here's someone saying Pwyll:
http://www.forvo.com/word/pwyll/#cy - hopefully that'll give you some idea of what it sounds like! :)