Karen, I've had to call US Air (not United) to redeem US Air miles for a United flight. Some airline websites are better than others when you try to book award travel using miles for a partner airline. For example, I was able to book an award ticket on the British Airways website using BA miles for an American Airlines flight to go from Boston to Vail. I've booked on the Northwest website using miles for a Delta flight (that was before they merged even). You can try the US Air website and see if they have that functionality now, otherwise, just call them.

Oh, and I have never found Points.com to have good "exchange rates" either.