If the cold radiator is the last in the system it may be that all the heat has been used up by the other rads.
I have discovered that rads need to be balanced by adjusting each in and out temperature to a fall of 11 deg C by fully opening the inlet and progressively closing the outlet to restrict the flow - starting with the first.
You can check for this by turning off all the other rads and seeing if the cold one warms up.
If you have a TRV on your cold radiator the control pin may be stuck down - this is very common - take the top control off and gently pull the central pin up with pliers.
http://www.diydoctor.org.uk/projects/balancingcentralheatingsystems.htm
Peccavi
December 2008