Un demandeur d'emploi is some who is looking for a job, basically a job-seeker. A job-seeker is unemployed but it has nothing to do with recieving unemployment benefits.
Are you trying to say "The funny thing about it is that (clause)"? "Ce qui est drôle c'est ..." would work.
For pronouncing "faim" and "femme". French has many sounds that English doesn't have, so knowing a bit of IPA can help when learning French words. "Faim" is pronounced /fɛ̃/. It starts with the /f/ sound and then a 'e' sound like in 'bet', except its nasalized which means you have to use your nose to pronounce the "e' sound you find in 'bet'.
For "femme", its pronounced /fam/. Here, the 'a' sound is the same as the beginning of 'apple', and then you have to pronounce the 'm' after.
Basically, don't rely on the writing of French words for pronounciation. Many letters don't have corresponding sounds, just like the m in the written 'faim' is not prounced, and the e is a 'a' sound in 'femme'.
If you don't see a difference when you try to say the two words, ask a friend who speaks French natively, or check out the following two links for audio files: