I am still not sure as to how you would pronounce djur in Swedish. Is it the audio that keeps throwing me off?
Well, not really.
The correct pronunciation would be something like "yuur" but it's pretty hard to use an English word as an example since there is no sound in English for the Swedish "U". You basically say it in the same way as "Y", but with lips more rounded. Wikipedia gives the examples "fuel, Australian food".
Also, if anyone knows IPA, the pronunciation is [jʉr]. The D is completely silent.
Here's an audio sample as well: http://www.forvo.com/word/djur/#sv