Jukka is a Finnish (male) given name, originating from the Hebrew name Johanan or Jochanan (sometimes with initial letter Y instead of J, depending on the transliteration). The different varieties of "Johanan" found in many Western languages are mostly based on the Greek or Latin forms of the name: Ioannes, Iohannes and Johannes. Here are some examples of the modern results:

German: Hans, Johann
Greek: Ioannis (thanks Spuunbenda)
English: John
French: Jean
Spanish: Juan
Russian: Ivan
Danish: Jens, Johan, Jan
Hungarian: János
Italian: Giovanni
Estonian: Jaan, Juhan, Ants

The Johanan group of names has been popular in Finland since the Middle Ages; there are written records of the name Jukka being used in the 16th century in Karelia. The pronounciation of Jukka could roughly be described as "Yook-kah", with both of the vowels pronounced short. The Finnish name day of Jukka and many other names of the same group is the 24th of June.

For reasons unknown to me, the name was made world-famous in the late nineties by the MTV The Jukka Bros. commercials. The clips were created by Traktor Filmmakers and depicted four supposedly Finnish-looking guys living in a cottage.

Sources of information:
Pages of Jukka Korpela at http://www.malibutelecom.fi/yucca/
Entry of the name John at Behind the Name: http://www.behindthename.com/