When to use a or an? (problem with letter "u"..)?

I know that it is commonly thought that "a" is to be used before a consonant, and "an" is to be used before a vowel, but what explains "a use"? U is a vowel, but it used a instead of an. But "an umbrella" is also a U, but uses an. What is the reason for this? What really determines whether a or an is used?