They should have merged on their own if one was a UA account and one was a CO account. There must have been enough differences in them to keep the system from seeing them as the same person.
I would first try the method on this page
Merge MileagePlus Accounts
and if not after seven days contact customer service for help
http://www.united.com/web/en-US/cont...s/default.aspx
and let them see what the issue was and combine the accounts.
Wouldn't expect a quick response from them though.