That's a dead pixel. Unfortunately it's a huge downside to LCD monitors. There's not much you can do to it. When you buy a new monitor, some companies have a dead pixel return policy, which I find laughable and completely absurd. I think Dell requires you to have 6 dead pixels to return it. SIX! Unreal. I bought a Dell monitor, but I got it from a local store so I had 14 days to take the darn thing back if it has one.
But, back on topic, there's not much you can do.