I can't help you very much with their last names, but from the various ABBA documentaries I've collected, their first names are pronounced:
Agnetha (ann-NYET-ah)
Bjorn (beeORN)
Benny (just like it looks)
Anni-Frid (ahnni-FREED)
Luckily, the girls' nicknames are easier to pronounce: Anna and Frida (FREE-dah).
