Not had one before but I've read reports that massaging the screen area over the afflicted pixel can sometimes 'unstick' it. Best read up before trying it.
There are applications that "shake" the pixel free by flashing multiple colors rapidly. I have no idea if those work cause I haven't used any (no need to).
there is a special method of "massaging" the area, but i think it's a little to risky to physically touch it. Try the software method.
edit: here's a link
There are different apps to do the same thing.