I got learn french as an elective in TP..lol..and the "Je" pronunciation very hard to explain in words unless someone say it to you..haha..but what you found was correct.."Je" is pronounced as "zhuh"..it should sound like the "sure" in "leisure" cuz "leisure" is pronounced as"lee-zhuh"..
And usually french words less letter not pronounced..that's why Je vous aime is pronounced as zhuh voo zem..notice in the "voo" pronunciation the "s" tone was ignored..but it's not gone, the "s" instead went to the front of "aime"..hence notice that "saime" is "zem"..hope I didn't confuse you..