Imagine a tiny and inconsequential vowel in there where you need one and say "suh-GORE-us".  

In Greek, the 'g' is softer, pronounced further back in the throat.  So if you want to sound authentic, try "SKOOR-us" but don't let your tongue touch the top of your mouth when you say the 'k'.

My grandfather was only 11 when he came over from Kalamata to work as a water boy on the railroads out west of Chicago.  He was by himself, without any family members, when he was admitted at Ellis Island, and it seems he didn't know his name wasn't really pronounceable in English.