The boiler will have a control to set the temperature of the hot water being produced - boiler thermostat.
The house will have a room thermostat on a wall somewhere to set the air temperature required for comfort.
Each radiator will have two valves to control the flow of hot water - the outlet valve (lock shield) to set the maximum heat when the inlet is fully open - and the inlet for day to day control - it may be a manual control or an automatic Thermostatic Radiator Valve (TRV).
There is sometimes a need to "balance" the radiators so that they share the available heat equally rather than having all the heat going to the radiators closest to the boiler.
Each of these controls is user adjustable meaning it's down to you to set them as you wish.
If the boiler is firing - you do not say that it is but suggest that it might be (not getting hot enough) - then the condition of the burner indicator is a secondary issue - hot water is what you need.
Good luck..., February 2015