Nor-guh, gently roll the "R".
If you say "Norj" may your morning coffee be bitter and fraught with grounds.
+1
My Swedish/Norwegian Moto Guzzi riding coworker (ta-dah!) says it should be that way. I believe him, 'cause he's a cunning linguist.

Of course, for those of us incapable of rolling our "r"s, it sounds a lot lamer.
Tom