The European Union is not a soverign state, it is an international governmental organization. Only recognized soverign states are voting members of the UN.
While I can understand why a lot of people (at least in the US) are upset with the UN, it is important to remember that the UN is an important body. Everyone seems to be upset because member states have voiced opposing views towards the US views, but this is an IMPORTANT part of the UN (IMHO). The UN's key role is getting together a diverse group of countries with a diverse group of viewpoints to discuss issues that can be controversial. This can help countries to both undestand where they are coming from and to know how to deal with one another. AND it can help us to understand what we need to do to convince others that we are doing the right thing.
The UN also helps to bring important matters to the attention of most of the international community in an expeditious manner. The key example of this would be Sec. State Powell's recent briefing to the UN. Without the ability to go to the UN, the State Department would have to individually go to each country to present the case and the evidence. This way Powell only has to go to one place, and the whole world gets to watch what he says. I don't know a better way of getting our point accross than that.
Remember: the UN has no power unto itself; it has to get the cooperation of other member nations to supply it troops, money, food/medical aid, ect. All decisions made by the UN are, in fact, made by member nations who agree to go along. The UN has no means to enforce it's measures by itself. It is, in other words, more of a consensus building organization, NOT an enforcement or lawmaking organiztion (since it has no independent means of forcing other parties to do what it asks).