What comes after a failed IUI?

So last time I wrote, I talked about the two week wait to take a pregnancy test after my first IUI.  Unfortunately, the IUI did not work and now I am waiting to do another one.  So, what does the IUI process consist of, you may ask? The process for me is going to get bloodwork and an ultrasound on day three of my period.  The ultrasound is to make sure that there are no cysts so that I can take the Clomid.  After the ultrasound, I start taking Clomid (50mg) on day five of my cycle for five days, 1 pill a day. I then return to the clinic on cycle day 13 to do another ultrasound to measure my follicles. If the follicles are 17mm or greater, I get the Ovidrel shot (to release the follicle), and finally I go in to the clinic around 24 hours after the shot for the IUI.  If the follicles measure less than 17mm, I wait another day to take the shot and proceed with the IUI the day after.  Since this is my second IUI, I feel less nervous about going through it again because I am now familiar with the procedure. I know that it does not hurt me and I do not get any side effects from the Clomid. I heard that for many women it takes two or three IUI to see a positive pregnancy test.  I hope that this one will do the trick. As for me, I not only want to see a positive pregnancy test, I want to hear a heart beat, and after 39-40 weeks deliver a healthy baby.