There maybe some dirt on the valve seating which is stoping it closing off. Try putting the key back in, and opening the knob fully, now this is going to put to much pressure in your system, but thats not really a big problem as the boiler to fix itself it gets the 3bar, try keeping and eye on the pressure gauge, when you get the pressure to about 2 or 2.5, turn the knob back to closed and remove the key. Then take a bit of water out of the system via a rad or drain tee. Try this flushing method a couple of times, if it doesn't work, you will have to turn the water off to your house and remove the filling loop (grey know/key hole) section from the boiler and strip it down to find out why the knob/tap is no closing fully, could be a slit o-ring. If you dont fancy tackling the repair yourself, its time to get a corgi plumbing in. Hope this helps and good luck
LTGF
September 2008