ive heard that tapping it gently with a pen can fix them sometimes never had a stuck one myself just read it at a few places
my friend sucessfully used this to fix a stuck pixel though , its a java applet he just left it running on his maching overnight woke up in the morning and the stuck pixel was gone http://www.jscreenfix.com/basic.php
there are alternate versions all over the internet as well though like http://www.killdeadpixel.com/ this one stope screen burn in by having a full black background which is prolly better
also if you want to exactly locale the faulty pixel use the dead pixel finder here http://udpix.free.fr/