French has a sound which is quite hard for anyone who does not know it to pronounce. The graphemes indicating this sound are: u, û, eu
Examples
lune (moon)
sûr (sure)
eu (had)
The sound is formed with the lips. Imagine the long oe (to purse one's lips like for whisteling and instead of blowing through it, just voice the oe). Going from there, purse the lips a bit more, the mouth is more closed. Then the sound will come.
Again, do worry, if the sound is not pronounced the correct way people still will understand you. And, as always with time it will get easier.