When the ball was played into the centre, Ronaldo went up for the header and Milito stuck out an arm to block.
Barcelona protested Milito's innocence but referee Massimo Busacca correctly pointed to the spot.
The Argentine defender was, however, given a let-off when Ronaldo opened his body and screwed his spot-kick wide of the upright.
Barcelona responded by taking a grip on the game, probing in and around the visitors' area.
But United's reworked backline - with Wes Brown at centre-back and Owen Hargreaves filling in at right-back - held firm.
Van der Sar was largely untroubled, except for the problems he caused himself with a couple of errant clearances.
United had vowed to attack but they were forced to play a containing game as Barcelona played possession football, with Lionel Messi at the heart of everything.
Wayne Rooney found himself almost in a defensive role and Ronaldo had little say in the game, being forced to pick the ball up deep and was wasteful with the odd free-kick opportunity that came his way.
He was almost handed a chance to atone for his early penalty miss when he latched on to an errant and dangerous pass from Andres Iniesta.
Ronaldo looked set for a run on goal but Rafael Marquez got his body in the way to shepherd the ball back to Victor Valdes and United's penalty appeals came to nothing.
Samuel Eto'o had his first sight of goal just before half-time, but after cutting inside Rio Ferdinand his effort was charged down by Brown.
Barcelona continued to dictate play after the break, with United fortunate that Eto'o chose not to go to ground in the box after skipping past Ferdinand.
Messi was the game's outstanding performer
When he squared he could not find a team-mate and a minute later the Cameroon striker shot poorly into the side-netting after a neat move involving Messi and Deco.
Michael Carrick could have proved himself an unlikely hero as he did brilliantly to weave his way into the box, but he then wasted his good work by firing into the side-netting rather than square for a team-mate.
Messi was replaced by Krkic Bojan and though Barcelona continued to enjoy the bulk of possession, they looked short of a cutting edge without their most potent weapon.
Henry was handed 15 minutes to show his worth and he looked keen to impress as he fired in a shot that Van der Sar managed to parry to safety.
However, there was to be no dramatic ending to a game that promised so much after such a splendid start.
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