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One option to fix any screen burn in, image retention or dead pixels is a DVD called the Pixel Repair DVD from www.pixel-repair.com and it is a direct dowload off of their website! They just put up a "Quick Fix" DVD that is just for repairing the problem while their main DVD (The Pixel Repair DVD) contains a lot more information, etc. Both are definately worthwhile! My lcd tv had bad burn in from a network logo and I let teir DVD run for a little while on my screen and it did the trick! Hope this helps!
You might want to give Undead Pixel a try; even if it doesn't work, it has a cool name. It will not work every time, but it essentially quickly cycles the pixel, which can sometimes "unstick" them. Undead Pixel is freeware, so you have nothing to lose, and if it works you can always donate a buck or two to the developer.
Another thing you can do is apply direct physical pressure to the stuck pixel, in other words press it gently with your fingertip. Believe it or not, sometimes this is all it take to fix it.