Forbidden Names

I recently posted a teshuva of a Yemenite posek about saying "X-mas" or the name of the X-tian "savior". 

The pasuk says that one is not allowed to say the name of foreign gods: 

וְשֵׁם אֱלֹהִים אֲחֵרִים לֹא תַזְכִּירוּ לֹא יִשָּׁמַע עַל פִּיךָ. [שמות כ"ג י"ג]

I have heard over the years that it is permitted to say Jes-- but not his second name. So growing up I was very makpid and in general only call him Yoshke. But I wonder: His first name is just a non-Jewish form of Yehoshua and his last name means "annointed one". So if one is not allowed to use his name then because the Goyim think he is god then both names should be forbidden. But if his first name is permitted then why is his last name worse? It just means "annointed one". That isn't god or even necessarily the Moshiach. A Rebbe in high school told the boys that it means god but it doesn't. So I don't get why it is forbidden?

Not that you should say it - or even talk about him. I was just wondering - more to come בעז"ה. 

And for those who live in places [and even those who don't] where people celebrate his supposed birthday [even though historians say that it wasn't] - my bracha is that the world should be cleansed of Avoda Zara and you should get off work - for good. Because Moshaich is here!!