How do I remove the radiator thermostatic valve?

I have one radiator not working in the house, I have tried bleeding it but only cold water came out. The pipes at the bottom of the radiator are also cold. I have been told to remove the plastic thermostatic controller and locate the pin underneath, however I cannot seem to locate the screw to undo the plastic part. Are there any other ways of getting the plastic part off (without damage)?

DC
December 2008