Hund has a little stop at the end, like the speaker is hiccuping or being interrupted. Hun is pronounced just like how it looks.
If you can read any IPA, here's a more specific explanation:
In Danish, that little stop is known as a stød (neuter gender), or thrust. Here's a link to the explanation for it on Wikipedia:
It's like that little stop at the end of it or hot in some dialects of English.