Tragically Un-Hip

Before I make a fool of myself, someone tell me how the name of Musician Psy is pronounced. (This is the Gangnam Style guy, for fellow un-hipsters). I would think it would be pronounced "sigh," but I'm often wrong about all kinds of things. How do you pronounce it when saying it out loud?

Since everyone has seen Gangnam Style, here's one of his other videos that you might not have seen: