We had sex a couple of times whilst waiting for Aiden's arrival, but it didn't do anything. It was fun, though.

The reason having sex has the possibility of helping labour begin is because semen contains prostaglandins (which is what the Hospital uses in the gel they apply to the cervix if using gel induction techniques). As with any form of induction, this will only help if the cervix is already ripe - essentially, if labour is ready to begin anyway. Similarly, orgasm can stimulate uterine contractions, but only if labour is already imminent.