Rinu: Czech surnames are sometimes nasty too. Honestly, I wonder why their significant other just doesn't say "Hold on, we are going to use my surname or no deal."
It's the same in any language to be honest, although nobody in Germany would really have batted an eyelid at the surname "Dicks" - it's only funny to English speakers.
Works the other way around though - Johnny Depp for example has one of the most unfortunate names for German ears ("Depp" means a moron, twit, idiot, dickhead)
Also, life never prepares you for keeping a straight face when you actually meet someone who really is called "Richard Head".