Vector triple product = 0

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Let $U, V, W$ be three non-zero vectors, no two of which are parallel.

Under what conditions is $U\times(V\times W) = 0$?

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The construction $U\times(V\times W)$ will be zero if $U$ is collinear to $V\times W$.

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The triple product will be zero if $U$ is perpendicular to the plane containing $V$ and $W$. This is equivalent to janmarqz' answer, but my answer doesn't assume that you know anything about $V \times W$.