Hi,
I had IUI 3 times as part of my fertility tx protocol 7 years ago. It's no big deal--kind of like a pap smear. I felt a tiny bit of cramping during the insemination, and about 30 min later I felt a sharp cramp on each side as an air bubble exited the ends of the tubes. Other than that, no problem at all.
ps--It worked--I now have a first grader!