Hi Amy,
I'm also in the same position as Polly, my DH also has no sperm.
My DH did not take it as well as your husband has done - it took a major turn around in his thinking and counselling for him to agree a genetic link doesn't make you a good dad. Now he's more for it than I am!!
Maybe you should think about going to counselling with someone experienced in fertility, so that you can consider your options. It also helps to deal with the grief that you will not have a child in the way you expected. And it also helps you to consider the pros and cons about telling your child they were concieved through donor sperm. In Aust, NZ and the UK, donor children are legally required to be able to have access to their donor once they turn 18.
Again, the Australian system is very similar to that Polly goes through in NZ. Anonymous ('unknown') donors give some information to the clinic they donate to, and couples using DI are placed on a waiting list.
My DH were very lucky - when we first started there were no waiting lists and we were able to try IUI twice. Unfortunately it didn't take, and then the sperm donor reached his family limit.
We are now going through the 'known' donor process, because of the offer of a very kind friend. A lot of people use this option, particularly if the DH has a brother that is willing to donate.
Sometimes I do get freaked out about how far away from 'normal' we are when it comes to having children. But I think that the end result is worth it, either we will have the child of our dreams, or we will know that we tried everything we could to have a family.
Forums like this are brilliant too, even if it's just to keep you grounded.
Good luck in your journey.
Gargu