I've posted before about naming in adoption (see here, for example), which is an issue that sometimes appalls me and always fascinates me. Watching Wo Ai Ni Mommy raised an issue for me. The American name chosen for the 8-year-old girl is Faith, quite a pretty name. But in pronouncing the name, the Chinese orphanage official and Faith herself said "Face." No big surprise -- there is no "th" sound in Chinese.
When I named my first child Zoe I didn't realize there was no 'Z' sound in Chinese. Every native Chinese speaker trying to pronounce Zoe's name says "Soey" or "Joey" instead. For our 5 months in China in 2007, Zoe was Joey! Every year at Chinese School with a new teacher, Zoe has to correct the pronunciation of her name.
If I had realized the difficulty this would cause I would not have named her Zoe. So this is just another issue in naming in international adoption -- ask how the name would be pronounced in the native language. Your child will be interacting with that native language in a variety of ways, both as a child and an adult. It will ease their way if their name is pronounceable by native speakers.