Normally you would bleed a radiator with the pump and boiler off. There is a remote possibility that with the pump on you could draw air into the system.
If your system is a sealed system (you will have a pressure gauge somewhere in the system - normally on or near the boiler) you will need to 'top up' the pressure lost through the radiator.
There will be a filling loop somewhere on the system, add water to the system until the gauge reads between ½ and 1 bar. This is adequate for most systems, unless you live in a very tall house, in which case the gauge needs to read between 1 and 1½ bar. Don't overdo the filling or your safety valve will lift (at approx 3 bar)
If your system is fed from a tank in the loft then it should refill automatically assuming the ball valve is working properly and the pipework is not frozen!
Farlough, December 2009