What's in a name?

What do you call that country on the other side of the North Sea - Holland?  Yes, me too, but I was surprised to find that that was wrong.  I've always assumed that Holland and the Netherlands were just two names for the same place, but now I've learned that Holland (or more specifically North Holland and South Holland) are just two out of the twelve provinces that make up the Netherlands.  So to most of the Dutch, calling it Holland is somewhat of an insult - as someone put it - "a bit like calling England Yorkshire".