Won't Miss #125 - having my English "corrected"

When I have a conversation in English with a Japanese person, I pronounce Japanese words that are frequently pronounced differently in English in the Japanese way. For instance, I properly pronounce things like "karaoke" and "Nikon" which are said as "carry-okey" and "Nigh-con" in English. However, I say English names and words in the way they are properly spoken in English, not in some Japanized