First of all you must understand that a pixel can be DEAD or just stuck. A dead pixel is a black one. A stuck pixel is a colored one ( it can be stuck on a color or it can display 2 or more colors ). If you have a stuck pixel then you are lucky. You can revive the pixel by using a program like UDPixel or JScreenFix.
Jscreenfix is a java application that you can even run in your browser. You can do this operation in Linux, Windows or even on your Mac or Pocket Pc.