Normally the foreigners would choose their names' phonetical translation to Chinese, which is the easiest way. In your case, Leena can you 莱娜 lai2 na4 OR 琳娜 lin2 na4. I would prefer the second one， the character 琳 is more beautiful. also you have the option to create a chinese name for you with your favorite characters.

李娜....more likely a Chinese name

oh my god. really?? that sed. I don´t now :-(