Why aren't my radiators heating up?
A possible cause for your problem could be air in your radiator. 

You need to open this valve (try "unscrewing" it) to see if there is air in your radiator. It's simple but it can be dangerous : when there is no air anymore (assuming it is your problem) you will get very hot water, possibly with some pressure, so be careful. Then tighten the valve again, wait ten minutes and see if there is a difference.