West Brom, like United one of the favourites for promotion had carved out the first opportunity in a high tempo start, full-back Carl Hoefkens finding space on the right flank to pick up Kevin Phillips, who finished with a spectacular right-foot volley from 16 yards the ball flashing high over the target.
United looking for their first win of the campaign almost found a way through minutes later, midfielder Michael Tonge threading the ball to Nick Montgomery, who was stopped in his tracks by a thundering tackle from Leon Barnett.
The Hawthorns side should have snatched the lead on 12 minutes, the evergreen Phillips twisting quickly to pump in a ball from the left, but Craig Beattie appeared too casual as he stuck a foot, his close range shot slamming against the bar.
French born midfielder Filipe Teixeira tried a long range strike, the ball scooped up easily by Paddy Kenny before James Beattie squandered an opening after skipper Chris Morgan put the West Brom defence under pressure, firing high and wide from 14 yards.
Dean Kiely foiled the Sheffield side after full back Leigh Bromby's diagonal pass found Chris Armstrong, who spun past Hoefkens, his left foot strike snapped up by the keeper.
Beattie broke the deadlock in the 37th minute with a text book goal after Armstrong had managed to keep in Bromby's free-kick, his teasing cross was met by the big striker who headed into the top left hand corner from ten yards.
United tried to kill off the Midlands side, Keith Gillespie saw his goalbound strike blocked by centre-back Martin Albrechtsen and Kiely dropped an Armstrong cross.