Thai distinguishes between aspirated ("with a puff of air") and unaspirated ("without a puff of air") consonants. Unaspirated consonants exist in English too, but never alone: compare the sound of 'p' in "pot" (aspirated) and "spot" (unaspirated). Many English speakers find it helpful to pronounce an imperceptible little "m" in front to 'stop' the puff.
In Thai romanized with the Royal Thai General System (used on Wikitravel), the distinction is usually represented by writing aspirated consonants with "h" and unaspirated ones without it. In particular, "ph" represents a hard aspirated 'p' and not a soft 'f', and Phuket is thus pronounced "Poo-ket". Likewise, "th" is a hard aspirated 't' and hence Thailand is pronounced "Tie-land".
Other systems of romanization may use 'bp', 'dt' and 'g' for the unaspirated sounds, and 'p', 't', and 'k' for the aspirated sounds.
like 'b' in "bed"