I have managed to accomplish that. But now I cannot get rid of black background sorounding OpenGL view. I have set opaque property to NO, and clear color to glClearColor(0.0f, 0.0f, 0.0f, 0.0f), but it is not working.
Download the source code for Cocos2d for iPhone from Google code and have a read of it. That allows mixing UIKit with its OpenGL view and it does it very nicely