With us our clinic didn't have a sperm bank so they uses xytex from USA. They get you to write down DHs characteristics, height etc and they can either match you with a donor or you can do it yourself on line and order it in to your clinic.
Your clinic must have a licence to recieve donor sperm.
Before you do all that you will need a counselling session as per HFEA guidelines. again this is set up with your clinic. Its just a chat really and you can ask all questions etc.
with costs, ours was about £750 for 3 vials (i think) then the icsi tx we needed on top.
Donor nurse in Leeds said that we would need to import 6 vials of sperm. This was enough to cover IUI tries and IVF that we may need to do and she said that we will save money from not having to pay delivery costs more than once which are expensive. Also it costs £200/£250 per year (forget exact amount) to store the sperm in LCRM.
If you look at the Xytex or European Sperm Bank websites you can see costs per vial. You need to look for washed sperm prices. Delivery costs are not shown.