My wife just started using an IUD and when we had sex sometimes it kind of hurt because I could feel it scratching the head of my penis when I thrust deep. Is this an issue for other men or are there women on this forum that have found this kind of problem from their partners?

Advise please,   

what type of IUD is she using, the ParaGard or the Mirena IUDs? and how long has she been on it?

it could be that it wasnt properly placed, why not go back to the OB/GYN and see if it could reinserted again because if it was properly placed this effect shouldnt be occurring. so go back and have it checked. and if nothing could be done about it, which i doubt you both could try other methods. though IUDs are most effective.