First thing to do is to turn both radiator fittings off. 1 side is the temperature valve, the other side usually has a push-on plastic cap which you remove and then turn off with a pliers.Depending on the age of the radiator, and if the valve has been painted over, if you really can't undo the bleed screw, the easiest way is to remove the fitting with the bleedscrew in and change the fitting. You can buy the fitting from B+Q or any plumbing shop. Fit the new part, turn on both radiator fittings and bleed the radiator.
Tony T, December 2008