Is your radiator cold or gives very little heat? Or is it burning hot, no matter how you turn the knob on the thermostat? Then the problem is probably caused by the thermostat being stuck.
Use this instruction on your own risk. If you feel unsecure about it, call a professional. This instruction applies to central heating systems using water and a thermostat called TA RVT. If your thermostat is of another type it is possible that the procedure is similar but not necessarily. Go on with caution.