Transliteration is the technique that changes Arabic writing into a Latin substitute. Since there are many letters in Arabic which have no Latin equivalent, either the combination of two letters, or special qualities are added to normal Latin letters.
To the newcomer to Arabic, the transliterations can appear confusing, but it is an excellent system of both recapturing Arabic writing, as well as helping with your pronunciation.
Moreover, you should note that the pronunciation of normal letters is not necessarily identical to how you utter things in your own language. Therefore, please read the following list carefully, you will not regret.

The easy letters
a	a is normally not written in Arabic but appears in the transliterated text. Its pronunciaiton is quite similar to the 'a' of English bag
u	just like the case is for a, u is not written in Arabic. Its pronunciation is quite similar to 'u' in Bulgaria.
i	i is also not written but it is simple to pronounce similar to 'i' in English sit.
ā	this is an a which is written in Arabic, and it is often referred to as "long a" because it is pronunced as the 'a' in English father
ū	works as a long 'o' like in the English word swoon
ī	like a long 'i'
b	nothing special, uttered similar to English b
t	nothing special, uttered similar to English t
th	when t and h are written next to one another in transliterated text, it normally means that it denotes one letter, which is pronunced as th is in the English word think
sh	when s and h are written next to one another in transliterated text, it normally means that it denotes one letter, which is pronunced as sh is in the English word shilling
dh	when d and h are written next to one another in transliterated text, it normally means that it denotes one letter, which is pronunced as th is in the English word that
r	rolled r, not too different from road
d	similar to English d
s	similar to English s
f	similar to English f
h	similar to English h
k	similar to English k
l	similar to English l
m	similar to English m
n	similar to English n
y	uttered like y in the English word yes
w	nothing special, uttered similar to English w
The more difficult letters
q	a type of k-sound, but pronunced deep in the throat
kh	similar to the ch in the German family name Bach
gh	specific to Arabic, similar to hightly expressed rolled r
c	no similarity in Western languages, a sound which starts deep in the throat
'	no sound, but at the point where this enters, the uttering of a word stops briefly. It works therefore as a pause in a word
h	stressed h, but it is a pure h
d	stressed d, and when followed by a, the a is pronunced as the a in car
s	stressed s, and when followed by a, the a is pronunced as the a in car
t	stressed t, and when followed by a, the a is pronunced as the a in car
z	stressed z, and when followed by a, the a is pronunced as the a in car