Y'know, I think Grem's on the right track, "Steve" would be pretty easy...
Honestly, given Alain's mixed background (English, French, and some sort of pidgin between the two), I figure he'll respond to 'ah-LANE,' 'ah-LAHN,' 'ah-LAHn,' or a pronunciation identical to the English name Allen. I've heard all these pronunciations from a variety of sources, and I imagine he's used to being called all of them, so he and I would probably say the same thing on the subject -- "Whatever you're comfortable with." =)
So, however you pronounce it, no worries. ...Though I really wanna see that blooper video now. xD