Your peace lily - Spathiphyllum - is not a lily but an aroid. Here are a couple of links that outline care and requirements for this houseplant:

http://www.missouribotanicalgarden.org/gardens-gardening/your-garden/plant-finder/plant-details/kc/b568/spathiphyllum-group.aspx

http://www.botany.com/spathiphyllum.html

Beyond you doing some research to see what your plant needs that you are not providing, it is impossible to tell what's wrong.

Additional info my be forthcoming on the Aroids forum.

the soil looks pretty damp. You may be over-watering it. We have two big ones and water once a week but not too much. Ours let us know when we forget to water by drooping, then once we water, they reach for the sky again. I have to be careful because I tend to kill a lot of plants by over-watering.