I know the next is probably unnecessary, but oh well.
Officially it's Nederland, which translates into The Netherlands. However, we Dutch folk (oh God, that sounded arrogant

) also use Holland (with the O's being spoken differently in English and Dutch). So yeah, our country has two names. Anyone up for a small history lesson?
The name Holland is derived from holt-land, or holtzland (pushcar), because the north-western part of our country (which centuries ago was part of the Holy Roman -German- Empire) carried a lot trees. After the defeat of Napoleon in 1815 the Kingdom of the Netherlands was founded. There's a lot more to be told, but this is GAF, not some History Age Forums.
To be honest, the usage of Holland for the entire Netherlands is wrong, but we do it ourselves too. There are two provinces who received the name Holland, those are North-Holland and South-Holland. Yeah, not very original, but it works. And incase you're wondering, Amsterdam lies in N-H.
Anyhoo, geography is still a bitch for the US schoolsystem from what I heard. Correct me if I'm wrong ofcourse. But I do wonder now, why do you call it Torino instead of Turin? XD