Trying to describe it here in writing...
"The-AY-terr" is what you're looking for.
Light 'th' sound, as in 'think'. Accent seems to fall on the A (in other countries we reverse the accent: "THEE-a-TR", very British), and make it the long 'ayyyy' like The Fonz.
Pronounce the last syllable fully, with the 'r'. Again, in UK/Aust/etc the vowel sound in the final syllable becomes neutral and the 'r' is weak or nonexistent. Americans on the other hand will handle their words more phonetically.