I just finished reading "Sumero-Indo-European Language Contacts" by Aleksi Sahala. It's a fairly standard paper, as far as the speculative papers in comparative linguistics go, and it's not a bad paper per se (I'll admit that I'm well out of my field when I start commenting on the Sumerian language). Sahala lists thirty or so possible loanwords from Sumerian into Indo-European languages. Some of the proposals I've seen before (such as a common *suh-? root for pig, cf. English swine) and some I think are a bit of a stretch (Sumerian nu "no," "not" ~ PIE *ne "no," "not" sound to me more like coincidence than anything else).
Sahala argues that Sumerian urud(a) "copper" and PIE *h1reudho- "red" share a common etymology and I wish to expand on this. The PIE word for red underwent an adjectival extension to form PIE *h1roudh-ós "copper." Laryngeal *h1 is not preserved in any of the daughter IE languages, but its existence is assumed on the basis that *r is an impossible initial consonant in PIE and only *h1 would have been dropped in such a way as to yield what we see in the reflexes for "red."
After the loss of *h1, the word for copper would have begun with an *r. Now, epenthetical attachment of a prothetic vowel before r-initial words is a common areal feature of the languages of the Fertile Crescent. Armenian, for example, places an epenthetic vowel e before r-initials (cf. Old Armenian erang "color" < Middle Iranian *ṙang ).
So while some have argued that the word for copper entered from Sumerian entered into PIE (Mallory & Adams 1997), I advocate the position that a late form of *h1roudh-ós was spoken that was, or closely resembled, *roudh-ós. Sumerian may have reduced *-ou- to Sumerian u (/ou/ is not possible in Sumerian) or an unknown IE language did it before the word entered Sumerian. An epenthetic vowel, part of the areal feature I discussed above, was added to yield Sumerian urud(a) (note this was loaned into Hittite and Luwian as URUDU).
So anyway, I hope I made my case for why the PIE word would have entered into Sumerian, and not the other way around.
Mallory, JP & Douglas Adams. Encyclopedia of Indo-European Language and Culture. Taylor & Francis. 1997.
Sahala, Alexis. "Sumero-Indo-European Language Contacts". 2009; accessed 2014. http://www.ling.helsinki.fi/~asahala