I did not have IU, but I had other issues that caused early contractions (starting at 26 weeks) that didn't get me anywhere. I know how difficult the last month of pregnancy is. You just want to be back to yourself again and you want your body back, and yet you know deep inside that it's best for your baby if you wait. The waiting, along with the painful contractions, can drive you crazy (along with causing depression).
I found that the best thing for me to do was to distract myself. Get out of the house (if you can). Even just a short time outside watching your kids play at the park can do wonders for your spirit. We also enjoyed the library story hour. Also, try to find a hobby you can engage yourself in, one that you won't have time for after the baby comes. These can help depression, but if they don't work please talk to your dr. I know it's tough, but you can make it through this. It will pass and you will soon have a healthy baby! Remind yourself daily that that is the goal above all else...a healthy baby.