Good news. Even though the united and continental merger happened well over a year ago, they hadn't provided the ability to combine miles from the two different programs,untill now.
Take the following steps to log in and get to the transfer miles page -
Go to this continental.com page (or united), and enter your united Mileage number and password, as well as your Continental Mileage number and PIN(note that you need your pin and not the password).
This is really useful for me because i had about 20k miles on both, and now by combining these , i am eligible for a round trip ticket starting at 25k miles, and am already at 15k for the second one.