Back when I was teaching up to 32 telephone English lessons per day, I'd occasionally get someone who would offer up his name "backwards". That is, he'd give his family name first and first name second as is the style in Japan. When I gently reminded him that when speaking English, we gave the family name last. Most students just accepted this and moved on but some insisted that they were Japanese and must give their names in the Japanese way. No amount of explaining that they would confuse business associates and friends alike if they followed Japanese convention while speaking English if they did this could convince them to give their name as first then last.
These guys (it was always men) viewed how they stated their name as a cultural turf war and they refused to give up the battle, even if the consequences could result in their confusing others or even screwing up a business deal. Keep in mind that I only taught business English back then. They wouldn't even go for the "when in Rome" argument. That is, when I speak Japanese, I follow the Japanese convention of last name, first name so as not to confuse the Japanese people and likewise they should follow their convention as long as they are speaking Japanese, but not when speaking English.
The only thing worse than a Japanese man who refuses to follow logic because he's so insecure that he feels he has to "win" a pointless cultural victory is a foreigner who when discussing some Japanese person with (only) English speakers feels the need to use Japanese naming conventions. Recently, in a discussion of a piece on Digg about Ken Shimura, one person used "Shimura Ken" in a sea of comments (and an article title) that said "Ken Shimura". These people (and it's almost always men) are all about showing you how they know something about Japanese culture that you don't and that they are either culturally acclimatized or demonstrating pointless and misguided cultural sensitivity by following the Japanese way when speaking a language and to an audience which is not Japanese. Never mind that doing so accomplishes nothing except make people think his family name is "Ken". Well, that and it shows that the speaker is, at least on some level, a douche bag.