ಠ_ಠ Not even close. You should think of the name in two parts (because that's what it is - a name made from two Icelandic nouns), Aðal and björg. The 'ð' letter sounds like the 'th' sound in english (In 'the' for example). The 'a' sounds like the 'a' in 'Harbinger' (how an a should actually sound like). 'A' in english usually sounds like two vowels in one, or 'ei/ey' in Icelandic, but it's right in 'Harbinger'. The 'l' sounds like you'd expect. Then comes the tricky part. 

Björg begins kind of how you wrote it, but not with a u and n sound. I can't think of an English sound like the 'ö' letter. Here's a video of a german pronouncing the similar, but not quite the same, german sound. The most tricky thing, I think, for people used to speaking English is the hard 'r' in Icelandic. Well, you could say it sounds a bit like you'd imagine a Scottish person pronouncing 'hard'. Then the 'g' sounds like the 'g' in 'go', but not like the one in 'generous'. 

That's it: A-ðal-björg