“.....however, I still don’t know how to pronounce it.”
Several of my french relatives had/have prie-dieus in their homes, usually at the foot of their bed. One had a little chapel in her home and had a prie-dieu there. It means pray(prie) to God(Dieu in French)
Here is how it is pronounced
http://www.howjsay.com/index.php?word=prie-dieu
That pronunciation almost sounds as though it has a ‘r’ sound in it — second syllable.