It is possible that your cervix got bumped. Depending on what kind of IUD you have you might want to get checked out if the pain is still there in a couple of days.

Here is what the first paragraph on wiki answers has to say:

Lower Abdominal Pain After Intercourse

Absolutely especially if he is large and/or its rough sex. If the pain lasts for more than a day or two I would tallk to my doctor. More than likely it is the uterus being hit during sexual activity causing it to become sore. Maybe you should ask your partner to take it slow and not to thrust so hard and deep. That may help relieve the pain, but this is normal as long as it does not last for long periods of time (over 5 or 6 days).