I opened a PayU account, put in my bank information, but every time I try to pay, it is automatically cancelled about an hour later.
PayU don't work like Paypal. Allegro informs that now it's not possible to pay directly with funds gathered on PayU - you may just transfer the money to your own Polish bank account or post office transfer to your address (in Poland) pomoc.allegro.pl/artykul/26167/czy-srodkami-z-payu-moge-zaplacic-za-zakupy-w-allegro
I also tried to pay directly with credit card through allegro, and this also gets cancelled.
Try other card (debit) maybe.
If it fails contact with allegro via the form: allegro.pl/Contact2/Contact2.php
choose: Jestem Kupującym / Zapłaciłem przez PayU.../ click 'formularz' / put your email, write the questions click on 'wyślij wiadomość' ...and wait couple of days to answer.