It works for me. It's not the most user friendly interface but it works.

Click on the Download to Outlook link (inside your reservation), wait a bit until a pop-up window opens giving you the option to Open or Save.

Click Open, this will pop up an outlook meeting event, then just click save in the outlook meeting event window and it should be stored in your outlook file.

Do you by chance have pop-ups blocked from US Air? If so you'll have to remove the block.

You also have to wait a few seconds for the activity to actually pop up after you click the links. It may seem like nothing is happening, but it is (at least for me).

Good luck!