The pronuciation of Chen Shui-bian

I just pronounce it as what Chinese would do it, that is, following Chinese Pinyin. But I don't know if doing so is proper.
Of course, if transliterating the Chinese name Chen Shui-bian into English, the spelling is different.
What is your opinion?

Context:
TAIPEI, Taiwan (AP) -- Taiwan's opposition asked the High Court on Monday to nullify last month's presidential election. President Chen Shui-bian urged rival China to begin talking to him and accept that there's a rising ``Taiwan identity.''