Nope, just start and end it with a very pronounced g (the one english people generally can't pronounce)
The Dutch Wiki page has an option to make the article being read out loud to you. They pronounce his name correctly here: http://nl.wikipedia.org/wiki/Vincent_van_Gogh
I wasn't being rude now. I didn't know. Maybe from wherever you're from they teach you to pronounce it like that. But where I'm from they don't. Hence the :S face
The Dutch Wiki page has an option to make the article being read out loud to you. They pronounce his name correctly here: http://nl.wikipedia.org/wiki/Vincent_van_Gogh
https://www.youtube.com/watch?v=X1GzmXlDqJY