It refuses to go off even when the thermostat is at "zero"?

Willis, April 2009

zone control is gone-stuck in the open position. temporary fix is remove the yellow wire and marrett off you will need to replace the valve before the next heat season.

P, April 2009

Are you Talking about a Thermostatic Radiator Valve?
if so
Remove the Head by unscrewing the lock nut below the temp sensor part, check that the pin in the Valve part is free to move up & down (use the head of a screwdriver to help)
If is free REPLACE THE TRV Head if availible or Complete Valve

Boiler Repairman - Ipswich, April 2009