Welll I know my question is a little miss leading... I know you have to have sex to get pregnant... but I'm sure everyone has there own idea on how to do it right... so I'm trying to seek some advice from all you experienced people...

From experience, if you are trying, you are more likely to be unsuccessful. Just keep in you mind, way back there that being pregnant would be a good thing, but don't "try". Let it come naturally. Most family and friends I've known that have "tried", have failed, but as soon as they RELAXed and let nature take it's course, then it happened.
If this has been an ongoing issue with you, your doctor might have some advice for you. Also, the healthier you are, and your mate, the easier it will be.
Good luck, and keep us posted.