Hey Lucy and stff,
Here after 3 rounds of pregnancy from IUI

No clear cause for why it didn't work for us either.
The chance of success with each IUI attempt is 1 in 10. This sounds low, but remember that it's actually much higher than the chance you've apparently ever had, so 1 in 10 is quite a lot. Also, this chance is the same for every treatment.
So it's important to keep this in mind. Because maybe after the 5th treatment you'll think 'this will never work', but it could just hit on the 6th treatment.
With IUI, you usually get hormones administered. They can essentially take over your cycle artificially so they can inseminate at the right time.
There are different types of hormones/medications. So it could be that you have to take a pill or that you have to inject yourself. Injecting is absolutely not scary or painful (as long as you do it with care). The injections are comparable to an epi-pen and the needles are so small and thin that you hardly feel them.
If you've always had a nice ovulation, the chance is very small that you need a lot of hormones in your body for an IUI treatment (unlike with IVF, ICSI where they try to stimulate as many eggs as possible). Everyone reacts differently to hormones. I myself had Gonal-F and I hardly noticed it. Consult your doctor if you react strongly, perhaps you can get other medication/hormones.
As Hali already described, you often have to go to the hospital. On the first day of your period you have to call. Within 3 to 5 days you then have to come. This is the baseline ultrasound. The first ultrasound of a cycle where they check if your uterus is clean and if there are no cysts or if you aren't pregnant (anymore). If you get the green light, you can start taking the hormones.
Tip: do this at regular times because then your eggs ripen best.
After a week you can come back again. You get another ultrasound (by the way, all ultrasounds are internal). They then see how many eggs are growing and how big they are.
At most hospitals, they let an IUI treatment go through if there are 1 to 3 follicles. If there are more, they cancel the treatment due to the risk of overstimulation. When you've had a good follicle measurement (FM), you can stop taking your daily hormones.
Note, it's possible that you have to go back to the hospital a few times for the FM to be good.
That means you sometimes have to go to the hospital 3 times in a week.
To make your eggs rupture, you have to inject Pregnyl into your belly. You do this with an injection pen. The first two times I got help at the hospital because I found it quite a big deal. You get two small bottles. 1 with a tablet and 1 with liquid. Then you have to use a mixing needle to bring the liquid to the tablet. Then draw it back up into the syringe and put a different thinner needle on it and then into your belly... The third time I managed it perfectly myself.
After you've injected the Pregnyl, you have to wait another day. Now it's your partner's turn. He has to hand in his sperm (this is by appointment so he has to take that into account). After 2 hours you can report back to the hospital.
They don't check with an ultrasound anymore but they go straight to inseminating. They do this mainly to avoid contamination from lubricant. You put your legs in the stirrups and get a duckbill speculum. Via an injection pen with a small tube, they inseminate the processed sperm of your partner through your cervix. Only the best and fastest sperm is introduced.
This treatment normally doesn't hurt! Of course it feels a bit uncomfortable with a duckbill speculum and someone inserting something with a tube, but it shouldn't hurt.
At most hospitals you then lie down for 10 minutes. After that you can get up, dress and leave. This might feel a bit impersonal, but think about it, your doctor is already helping the next woman.
Now you have to wait. Two whole long weeks. Maybe you'll get some side effects from the Pregnyl. Pregnyl contains the hCG hormone (pregnancy hormone). You might have some trouble with that. Maybe you feel a bit nauseous or get sore breasts.
It also doesn't make sense to test after a week. The Pregnyl can still cause a positive test. It's out of your body after 9 days, but to be sure you'd best test after 14 days.
If you get your period, you can call again on the first day and go through the same routine again.
Lots of success!!!