It may be that all the heat is being used up by the other radiators before the water reaches the cold one.
1) Crank up the water temperature at the boiler a bit if you can
2) Speed up the circulating pump if you can to get the water round the system a bit quicker
3) Consider balancing the radiators - close off the lock valves a bit on the warm ones and open the lock valve a bit on the cold one... see...
http://www.miketheboilerman.com/balancing.htm
Peccavi, January 2009
