Translating proper names which are made up of (at least some) translatable words.

I would like to know what the Gengo style policy requires of translators when translating proper names which are made up of translatable words (for instance, the name of a song, magazine, book, or place name made up at least some common nouns, and possibly some proper nouns as well). What about song lyrics?

For instance, do I translate everything and leave the original words in brackets after the translation (or vice-versa)?

Thanks.