1, the central heating tank should not have a pipe from the cylinder to it.
2 is this the large tank (cws)
or the small tank (f/e)
i would say if its from the cylinder its the large tank.
do you heat the tank from an immersion or a boiler ?
have you any new taps or shower mixer valves fitted lately ?
is it all the time ?
sounds like you are getting backflow from the cold but can't be sure till you give more info.
hi-spec plumbing & heating, June 2008