The pronunciation is correct. The R and the N are merged to one consonant, a so-called retroflex nasal. This sound doesn't exist in English, so it's a bit hard to explain how to pronounce it: the tongue is curled backwards and touches the roof of the mouth further back than an ordinary N, to be precise just before the hard palate. This is a common sound in eastern dialects, but there are many dialects that don't have it.
It is also correct to pronounce the word the way it is spelled.
Try making an 'sh' sound, but with the tip of your tongue pointing low, behind the lower teeth (this one: https://en.wikipedia.org/wiki/Voiceless_alveolo-palatal_sibilant ). But if in doubt, just say it like English 'sh'; they'll understand you :)