Whales and Wales

I have been asked a few times how to say 'Wales', the country, Spanish. The answer is 'Gales', or 'el país de Gales' (the country of the Welsh) but I am always tempted to say 'ballenas' meaning 'whales', the marine mammals. A childish pun I know, but I have been on the recieving end of plenty of similar ones before.