Wikipedia, we use the native name of a language to refer to the article in other languages. For the Friulian language Wikipedia, it should say "furlan" but it says "friulano" because it defaults to the Italian translation.
We get these names from the CLDR, or Common Locale Data repository. The CLDR plays a vital role in the support of languages; with a bare minimum of information it becomes possible to make a language version possible in OpenOffice.org. One of the essential bits is the name of the language as it is called in that language.
In MediaWiki, we use the CLDR and consequently people are urged to ensure that the information in their language is correct. This was the message that was given for the Friulian language. It may be cumbersome, but it does ensure an improved support for a language.