Some words consist of two successive vowel sounds within one syllable. These vowels are called diphthongs. With all diphthongs, the vowel starts with one sound and ends with another.
Examples of Diphthongs:
You should attempt to keep the vowel as natural sounding as possible, letting the second sound flow out of the first. Do not over emphasize the second sound of the vowel, simply allow it to disappear naturally.