Liz,
They have two main valves - a control valve to let the water in and adjust the temperature and an outlet (lock shield) valve on the other side. If the lock shield valve is turned off then no water can flow in - unless the bleed screw is open. With TRVs the control pin sometimes gets stuck down - if you have a TRV take off the control head (by hand) and pull up gently on the little brass pin with pliers to free it.
Peccavi, October 2009