Slightly Worried re: IUI

I was just reading that IUI only works 10-22% of the time. That's less than a 1-in-4 chance!
It's upsetting to me.
We did our first round if IUI a week ago - no additional drugs were involved - so now I'm kind of freaking out.
WHAT if it doesn't work?
WHAT are we going to do?

My DH said that he's wanting to try IUI again - in a couple of months. But every week that I'm spending not being pregnant is making me upset.

We have no children. We've been trying for over 6 years.

I'm definitely having problems right now...