The right way? You seem ignorant of the origin of your name. It is Irish, a Gaelicised version of the English John, properly spelled Seán (there is no "j" in the Irish language). It is akin to many other Irish names borrowed from English or French, such as Séamus, Síne, Sinéad, and Siobhán. It has been re-Anglicised as Shawn or Shaun, but there is no reason to consider those variants any more (or less) correct than simply rendering it back to John.