I just noticed this thread and thought I'd drop by to let you guys know that if you do home insemination with a known donor, you could end up in very murky waters legally. Long story short, if you get pregnant that way, the donor has a legal claim to the child--or let me be blunt: the donor either is the legal father or, if things ever went to court, could easily be found to be the legal father.
The law can vary from state to state and of course from country to country, but as a general rule in the US, the only way that you can be sure you won't run into that problem is to either:
(a) get your IUI done in a doctor's office or
(b) do home insemination with anonymous sperm from a sperm bank.
Signing a legal agreement with a known donor is always a good idea, but it may not protect you if you do a home insemination. It all depends on your state's laws but the safest way to proceed, if you're using a known donor, is to get it done in a doctor's office AND to (1) have an agreement with the donor and (2), if you're married, get your spouse's written consent--that helps ensure that the law will consider your spouse to be the other legal parent (other than you).
You can google something like "sperm donor declared legal father" or "sperm donor parental rights" to find lots of articles on this.