All Systems:
Loosen the large silver/brass/black centre screw and allow air to escape until it starts to dribble water. Put screw back in.
Vented systems:
A pump won't pump if it has (any) air in it. Check around where the boiler pipes go into the hot water cylinder, often there's a bleed point there.
Check there's plenty of water in the header tank, and make sure you're bleeding the system with the motorized valve(s) open i.e. push small lever on end to “manual” position.
If all else fails consider turning the pump round to push the air to where it can be bled out - then turn it back again!
Sealed Systems:
Check that the Automatic Air Vent (qv) in or near the boiler has its cap LOOSE. There may be additional manual or automatic vent points.
