The French form of
Henry is
Henri, and, as this site says, its pronunciation is normally "awn-REE",
not "awn-RAY".
What is your ethnic background? When and where were you born? Have you asked your parents how they came to name you Anre'a? This looks to me like a modern African-American creation based on the French pronunciation of
Henri, but we'd need more information about how you came to be given the name to be sure.