Endometrium lining is important for implantation of embryo. But in your case, it is not clear whether other factors like fallopian tubes patency and semen analysis is normal or not. In case endometrium is thin, oestrogens can be given to increase the lining. The success of IUI per cycle is only 10 -15%. So you need to try at least four to five more cycles of IUI after checking on other factors.