The "Invite" director noted she's always been in on the joke: "I thought it was funny too. I was like, ‘Oh, I get it. That’s funny.’” Olivia WildeCredit: Gilbert Flores/Variety via GettyKey PointsOlivia Wilde is educating Dax Shepard on the correct pronunciation of her last name.The filmmaker and actress was born Olivia Cockburn, which is pronounced "co-burn.""I thought it was funny too. I was like, ‘Oh, I get it. That’s funny,'" she said.Olivia…