Assuming the radiator valves are open - control valve on one side and lock valve on the other, usually with a little plastic hat on it....
Bleed the radiator.
You will need a special little tool like a key (Radiator Bleed Key) with a square hole at the business end. On the top of one side of the radiator should be a bleed screw- a little square stud is all you will see. Unscrew it (anticlockwise) a turn and a half with your little key (any hardware shop or a neighbour) and hold a rag close to the hole - you will hear air hissing out. When water comes out - it will probably be dirty black water - turn the key clockwise and close off the bleed valve.
Your radiator should now warm up.
When you have the time, check the other radiators - any with a cold area at the top will need bleeding. You can also bleed them when cold but water may come out immediately so hold the rag close to avoid a mess on the carpet.
DO NOT TAKE THE BLEED SCREW OUT COMPLETELY - just a turn will be enough for the air to come out.
Richard Buxton, October 2008