Hi there,
First of all IUI can work so be positive, it worked on the 2nd cycle with our first child & we are currantly on our 4th cycle trying for our secound.

It might be different for everyone but for me I inject purogen everyday from day 3 of my cycle, you have a blood test around day 9/10 & they can tell from that if your dose needs to be higher to get the follicles growing or if they are just about ready to go.
If they are ready to go you go in for a vaginal ultrasound where they check size & number of eggies, if you have more than 2 they usually cancel your cycle.

If size & number are right they send you home with an injection to take that night to induce ovulation which usually happens 24-36 hours later so then you would be booked in for insemination for the appropriate time.
The insemination is painless & not even as bad as a pap smear & is over in say 5 minutes.

Then you have injections of pregnol every 3 days for the rest of your cycle (so 4 shots) to keep your lining nice & thick for hopefully your little embryo.

You will then have a final b/t 2 wks after insemination to see if you are pg.

The injections are a little daunting to begin with but after awhile you don't really think about it, for me the pregnol are not so great as they make me feel really pregnant & grouchy but not everyone experiences that.
Good luck, Jo