Bleed the radiator to let out any trapped air before doing anything else.... else...
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
