Sorry but Estates Unidos really sucks. We in the states do not refer to Argentina as Small Silver or to Buenos Aires as Good Airs and tend not to translate proper names. The accents may move around a bit but the names stay put. I don't mind Yankee as long as you don't use the slured out Jankee version.
It's not something they do out of disrespect - it is, from what I gather, mostly due to historical and linguistic reasons. "United States of America" is hard to pronounce for most other languages, hence they call it differently in their languages. As a matter of fact, I can't think of any language that adopted the English name for the USA; e.g. Verenigde Staten in Dutch, Vereinigte Staaten in German, Förenta Staterna in Swedish, les États-Unis in French etc.
Trust me, it's not that bad for anyone living in the US. In a tiny country like Belgium, we have cities like Liège; this is the French name for the city and has been adopted by English speaking countries. In Dutch we call it Luik, and in German we call it Lüttich. And, say you want to take a train to this city, you'll have to know precisely what language to use depending on what part of the country you're in. And this is not because of faulty pronounciation, but because of history - the area has been governed by Dutch, French and German groups, all of whom refuse to agree on a single name for this city. The same goes for my home city - Antwerp (EN), Anvers (FR), Antwerpen (NL).
Didn't mean to rant, just thought it'd be a good example; I agree however it's always a bit silly when city names or country names get translated, but I understand the reasoning behind it.