Another thing you can check, and I'm assuming you're running a Windows based PC is to make sure that the 'VCS' file extension is being recognized by Windows. Basically, united.com downloads a Vcalendar file (VCS) to your PC, and based on what Windows has set according to the file type, it should run the program that you desire (In this case, make sure Microsoft Outlook is installed).
In order to check this, go to 'My Computer', and click on Tools->Folder Options.
then look for a tab named File Types, and type vcs. It should say 'Opens with:' followed by the program that opens these types of files. In your case, try to select Microsoft Outlook.

Hope this helps.