We call them louvres in Australia. It seems that jalousie (ie. jalousie window) is the American word. The accent goes on the first syllable: http://howjsay.com/index.php?word=jalousie (Which means I've been pronouncing it wrong all this time!)

I don't speak French, but Google says "jalousie" translates into "jealousy". Of course Google isn't always reliable, but at the very least these words seem to be cognates. 'Jealousy' is pronounced 'jel-es-i'. In other words, 'jeal' is pronounced like 'gel', 'ous' is pronounced like the 'es' in 'rest', and 'y' is pronounced like the 'e' in 'me'.