That's a tough one. When we are embryos, our cells possess the genetic information of our moms and dads. Our cells divide by mitosis to form our body (or somatic tissues). This is true for the precursors of sperm cells, called "germ" cells. However, their ability to become haploid cells is controlled by cells other than themselves. In your scenario, the trick is to convince a female diploid cell to express all the factors necessary for it to become a sperm (become haploid, change it's protein coat, grow a flagella, etc.) As you may imagine, it's very difficult. We do know that scientists can remove the nucleus of somatic cell and place it in another. Of course, that's called cloning.

Below, you'll find a very informative web link (and a paragraph I copied from that page). I hope this helps!
weblink: web link Why do developing sperm need their neighbors?

Wow, this is a tough one. Obviously it's way beyond our current technology, but let's look at what's theoretically possible. As you pointed out, the cell would have to become haploid to be a viable sperm cell. Normally the man's stem cells (spermatagonia) undergo meiosis as they develop in the wall of the testes, surrounded by the sertoli cells. So let's say we inserted a woman's diploid stem cell here. Would it develop into a sperm cell? I doubt it because the receptors on the cell would probably not respond to the signals sent out by the sertoli cells and the other hormones that cause sperm cells to mature.

Now for the woman's sex cell. All egg stem cells start going through meiosis before a woman is even born. They're in their second prophase by the time their "owner" is born. So an egg cell that had not undergone meiosis I would have to be collected from a fetus. You can probably imagine some of the many ethical questions that this would raise. Could another man's spermatagonia be implanted in a man's testes? This seems a lot more likely, though there would certainly be a lot of ethical debate there too.

By the way, normally the body would reject a foreign cell, just like it would try to reject an implanted heart or liver. However, this is not the case inside the testes. Can you figure out why not? (Clue: Look up MHC or HLA and think about the gametes being haploid)