I don't think this is a fault - some boilers have an automatic bypass and others use a radiator for this purpose and often the bathroom radiator - mine is the same. The bypass gives the hot water somewhere to go when the pump is running. You get a warm bathroom and warm towels. Many plumbers argue with one another about doing this acording to the trade forums you can see on line.
http://www.diynot.com/forums/viewtopic.php?t=26091
http://www.screwfix.com/talk/thread.jspa?threadID=10269
Peccavi, October 2009