They supply little top caps with Thermostatic Rad Valves - but they get lost.
If you have one, you can remove the TRV control piece by undoing the plactic locking ring by hand and just pulling the TRV body off. Then fit the little top cap thing to close it off.
However...
The TRV will likely have a fully closed marking on it below the frost setting - mine are like this...
< IIII III II I * O
running from fully open on the left to fully closed on the right. Just set it to the lowest O setting to close the valve off. If you're painting around the valve just cover it with plastic food wrap.
Good luck...
Peccavi, July 2009