We native English speakers often pronounce this name "REE-oo" or "RIGH-oo," but neither is correct. Instead of separating the R and Y, try to pronounce them together: "ryoo."
Phoenix Flower is absolutely correct about the pronunciation. Many people don't know that, because they've never heard a Japanese person speak. They only hear the actors in the English dubs of animes, videogames, or wherever else you could possibly hear it.