Too many years since I attended grammar lessons in school so can't really write it fonetically, but here's a shot at it:
But if you want to mimic the way it's pronounced in Finnish, the first syllable (PEK) is announced like the English word "peck", while the A of the second syllable (KA) is pronounced similarly to the a-sounds of "ha!", "love", or "fun". The two K's simply make the k-sound a bit more drawn out.
Here's some random clip, at ~11.5 seconds the show host welcomes a guy named Pekka: http://www.youtube.com/watch?v=atipITP7DZs

