I was on United's website today because I was trying to figure out how to scrounge enough miles to go to Europe (I do not travel frequently and not at all for work, so have to get creative)
I found out you can actually buy miles from United! Up to 15,000 miles per year, for .025 cents a mile. I needed 10K more, so for me that would cost $250. Not bad, considering I won the other ones in a sweepstakes, so I'll be going to Europe for $250.
This is where I got the info: http://www.ualmiles.com/indexual.htm
Happy hunting...