I got a little booklet when I got mine fitted at the family planning clinic. You are supposed to check the strings monthly - I wasnt told how to do it but worked it out for myself. I stand with my legs bent in a squat position as my strings are really short and I need to be able to reach high inside (TMI I know!).
Googling gives this:
Checking Your IUD Strings:
Difficulty: Easy
Time Required: Less than 10 Minutes
Here's How:
Wash your hands.
Then either sit or squat.
Put your index or middle finger up into your vagina until you touch the cervix (it should feel firm and somewhat rubbery... like the tip of your nose).
Feel for the string ends that should be coming through your cervix.
If you find the IUD strings, then your IUD is in place and working.
If the string ends feel longer or shorter than before, or if you feel the hard part of the IUD against your cervix, the IUD may have moved and needs to be put back in place by your doctor. Don?t try to push the IUD back (and make sure to use another contraceptive, like a condom, female condom, Today Sponge or spermicide until it's put back in place).
Never pull on your IUD string ends as this might make it move out of place or even come out.