I must say, I'm a bit surprised by the seeming outrage at such a simple question. The OP asked a simple, logical and perfectly sane question. I don't think there was any reason to jump down his throat, even if his knowledge of Greek isn't "up to par"....that's irrelevant; the question still is a logical question which has real answers in the history and evolution of language. The same question can be asked about "James" the Just...since his name isn't James but Jacob.
Jesus was a Jew, who's actual name in history was Yeshua, this is as close to an historical fact as we can possibly get; short of suggesting Jesus was a completely Hellenized Jew, which doesn't fit with any other historical evidence, this was certainly His given name. I'm sure Aramaic speaking Churches still call him Yeshua (though I admit I've never had the the opportunity to attend one). No big deal.
We just live in a culture and use a language which traces it's lineage back to the Greek pronunciation; however I doubt Aramaic speaking Christians in Palestine are using Iesous in their Liturgy. (I could be wrong though)
In short, I'll prefer we continue to use "Jesus" since 99% of westerners mispronounce "Yeshua" so badly as to sound like a 1st grader with too much bubblegum in his mouth.
It's like pronouncing YHWH without the Jewish way of pronouncing certain letters....it ends up as YaWay" which just sounds corny!