Oh no! Girl X - I have no answers for you but just needed to post something! This happened to me in my first IVF cycle - we have to do IVF ICSi due to MFI, and all seemed fine with me, until I started injections. I had to have my very first attempt cancelled and it was one of the most devastating things to have happened. As you said, it's one thing to expect a BFN, but to not get past first base is just awful! I'm so sorry to hear that things haven't gone according to plan!
I guess people have told me that everyone responds differently to the meds...and that the first cycle is the "test run"..
I hope things go well!