Well, here we have to clarify some things. In Spanish, the "LL" combination is pronounced the same way as "Y" when "Y" is at the beginning of the word. For example, in the word "lluvia" (rain) you pronounce "LL" exactly as "Y" in the word "yo" (I). In Catalan, the double L is pronounced the same way as in Spanish, BUT if you see a dot between the "L's", that means that you have to pronounce a longer "L". Here is an example: the word "al·lèrgia" (allergy) is pronounced as "aLergia", not "ayergia".

Bruno ha fet una explicació fantàstica: l·l és un fonema distint de ll, però ni en castellà ni en català the sound "ll" is the same as "y" at the begining of the word. In some places in Spain people uses the same sound, but it's not correct. In Catalan sounds are absolutley different: "una allau de neu", "el meu iaio és mort".