russian pronunciation — HELP!?

how do u pronounce a soft sign following a consonant? i mean, if no 'soft vowel' preceeds it? For example in the word 'дочь'... ??
i tried and tried, but the sound just won't come out... must be something wrong with me... =S

How can I write my name in Russian?

Well, Id like to know how can I write my name and my nick name in Russian.

My real name is Julianna [the vowel 'u' is pronouced like 'oo' in 'droop', and 'anna' like the spanish 'ana']

And my nick name is Julie Ann.

thanx ^^