Fertility treatment isn't an easy thing to go through, first of all because you have to accept you have a fertility problem, then face the long and often arduous process of doctor's appointments, examinations and treatment. It's not easy to make love 'on demand' either, when you're both suffering from so much anxiety.
There is psychological support available for couples going through fertility treatment, so don't be shy about talking to someone about it (as a couple or separately). Even if you think everything's going OK, it's good to talk it through with someone. Success is by no means guaranteed, so you need to prepare yourself to cope with the disappointment you'll have to face if it doesn't work.
See what help is available and get in touch with an organization who can help you. Many of these have been set up by people who have been through exactly the same ordeal and know what you're going through, so they're well-equipped to help, listen, talk to you and provide you with regularly-updated information.