No. It should be pronounced like that most of the time. When it's stressed, it's also pronounced more like "d-ai-r". That usually means you're using it in place of a preposition, emphasizing a certain, real point in space, as in "Der er han!", "Er det der, du er på vej hen?", "Se der!" etc. Stressing "der" adds emphasis to the location of something instead of whatever is happening at the location and who's doing it.
Movies are a good way to reinforce language, because there is a lot more than just mechanical grammar that is being learned. This being the culture quirks that are rooted in the people should the film directly address the culture of the language spoken. The news is another good source. This is what help my Wife learn/reinforce her English, watching news programs which gave the most dynamic range of vocabulary, but also watching a movie with subtitles on helped a lot too.