Your boiler has an internal filling loop, which is where you put the key in and turn the grey knob/tap. Because of this, the installer will not have installed a (normal) filling loop which you have read about. If you turn off the cold mains to your house (main stop tap/usually under the kitchen), open all you cold tap downstairs, then upstairs, you can then have a good play with the grey tap under the boiler, without causing a major leak. try giving it a good "tap" with a wooden spoon or something else other that a big hammer. Or use a tea towel to get a better grip an the tap. Also, make sure you are turning it the correct way to open the tap, its on the bottom of the boiler so its up-side-down.
LTGF
August 2008
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