How do you pronounce the word/name "dawn"?

Do you pronounce it more like the "Don" in Donald, or do you pronounce the "awwww" strongly, with a very obvious "w" sound in it?

At work, I thought the person on the phone, a Texan man, was asking for the president of the company, Don, when he was asking for a woman named Dawn. I was very embarrassed. He kept saying Dawn like "don" and that doesn't sound right to me. I guess it's a regional thing!