The UN is a bureaucracy, first and foremost. Other than propping up tyrants and holding very expensive conferences, it's hard to find anything the UN does well, including peacekeeping:

It is bizarre that at a time when the goal is to promote socioeconomic, political and military stability, the United Nations would place persons prone to mutual antagonism alongside one another and expect their differences to disappear.
While some U.N. contingents perform remarkably, such as the Swedish medical teams in Somalia and the Canadian Police in Haiti, the contributions of others are counterproductive. The majority of U.N. forces lack training and equipment, have little or no knowledge of conducting civic action and civil affairs or performing security operations, particularly within urban environments. These ineptitudes render some multinational forces unable to coordinate movements and carry out missions with their more sophisticated counterparts. The result is mission failure and increased combat casualties.
The cost of these U.N. debacles has not only been paid for with the lives of American soldiers, but also with American taxpayers' dollars. As reported by the General Accounting Office, the U.S. currently pays an estimated 25 percent of the costs associated with U.N. operations. Between 1992 and 1995, the U.S. contributed approximately $1.3 billion for U.N. missions in Haiti, the former Yugoslavia, Rwanda and Somalia. At the same time, the United States spent $5.3 billion providing additional support to U.N.-sanctioned missions, for which it was never reimbursed. In Haiti for example, the U.S. contributed an additional $953 million to provide training and equipment to coalition members to help them establish order — a goal never really attained.