Where the plastic pieces of the control valve meet the metal fitting of the valve body there will be a circular collar, usually plastic - unscrew the collar and the TRV top will pull off.
Heres a pic...
http://lpssupplies.com/images/TRV2_B.jpg
They unscrew anticlockwise so looking down from the top where you stand it will need to be turned clockwise.
Good luck...
Peccavi, March 2009