Is the pronunciation in the audio correct? In other, native-speaker materials (notably Michel Thomas and Earworms), it has sounded like "chai," with a short "a," but here it sounds like "chay," with a long "a." In fact, in Earworms, when the guy says "chay," the native speaker corrects him and says "chai."
It is odd here, mainly because of the logical stress placed on пожалуйста instead of чай.
As for the exact vowel, English does not have the sound. In this environment А sounds similar to "a" in "had" but more closed and not as fronted (the exact correction needed depends on your dialect).