You probably have a problem with a motorised valve.
You will have what is known as a 'Y' or 'S' plan. This shares the hot water produced by your boiler and distributes it through your radiators, through your hot water cylinder or through both at the same time. It is easy 'ish' to diagnose and fix.
Firstly turn the programmer off so that the boiler is not on. Next you need to find the motorised valve/valves. These are downstream of the pump and are usually located in the airing cupboard. they look like a box connected to the pipe with a brass part underneath that the pipes go through.
When the pipes are cold, turn the hot water on at the programmer(not the heating). Now feel the pipes with your hands, the pipe coming from the pump should start to warm up, as it does the pipe into the hot water cylinder should also start to warm up. If the pipe to the radiators warms up as well then you have a faulty valve(not closing properly). Copy details from the valve (make model number eg Honeywell 4077) and purchase a new one. If you get the same valve as a replacement, then the wires will be the same colour and rewiring the new valve made easy(disconnect old orange wire, connect new orange wire).
the boiler man, March 2009