An absent-minded phrase for trying to say something right is どうしょうかな。。。 the どう means "how".　かな is like "I wonder"... I'm not entirely confident with this phrase myself, but you can possibly change the しょう (let's do) to 言おう (let's say) or something similar. Maybe someone can offer a better substitute :) なんという(noun) is asking what something is called, e.g. "what is this band called?" or something like that. You use it when you're referring to an object with a particular name. Ex. あれは　ふじ　という　やま　です。 (that over there is the mountain called Fuji.) The (noun) called (name) is back to front in Japanese though, so the name comes first, then という, then the noun.

Google Translate: "Bloody hell" :) probably not what your after but i though it was quite funny :)

なんと言う - is like saying in english "what to say" if i change it to past tense and say なんと言った？ it is saying "what was said？". so by adding the 日本語で at the start of なんと言う you are basically asking "what to say in Japanese？". Thus you would be asking how you would say it in Japanese. but be polite and use 言います rather than 言う with people who you are not speaking casual Japanese with. So.. you should use: 『insert word/phrase』は日本語でなんと言いますか。 How do you say 『insert word/phrase』in Japanese?