is it a black and white myson one? they pretty good at failing in closed position and shutting rad off.
was it working before you removed it? did you wind it to 5 then screw collar to valve?
if it has failed i would go to plumb centre or similar and buy a new rad valve with thermostatic head, exactly the same as the one you have and swap the head.
if you cant find one you'll have to change full valve.
iain
October 2008