Although my husband does have sperm, it has major problems - low count, low motility, very poor morphology and highly damaged sperm, so the only way we can hope to get pregnant is through IVF/ICSI. When we found this out, my husband was so upset, he just cried and cried. He completely felt to blame, he felt like a failure and was generally gutted about it all.
I think all us women can do is reassure our husbands that we will do whatever it takes to try and get pregnant, that this is NOT his fault, he did nothing to intentionally cause this and that life has just dealt us 1 shitty card. Hug him, love him, tell him you love him and be there to listen to his feelings and fears.
Over time he will cope better. My DH I think will always feel he is to blame but he knows we're in this together and that it can only make us stronger.
The other thing you could try is several vitamins/minerals that are supposed to help...you never know, its worth a try. There are several suppliments available for men, the most commonly used one in Australia is menevit but it isn't quite high enough in the vits that my FS recommends, so my DH is on this + an increased dose of other things.
The ones I know of are:
Vit C - 1000mg per day
Vit E - 800-1000mg per day
Folic acid - 500mg per day
Zinc - not sure of the level
Selenium - not sure of the level. If you buy this individually and not already in a male suppliment then check with your urologist on the amount as too much can be harmful.
In many cases, the above does improve count and quality, so this could increase your DH's count enough so that there is sperm in the semen to get him out of have to have his balls cut open (so to speak!) then i'm sure everyone would be much happier! It may not work, but hell...it couldn't hurt.