TMCD447 - hi, normally there's a bleed valve (a needle-type valve operated with a screwdriver) located on the piping near the fan/temperature control panel on the register. I've also seen them near the water valve that cuts off water flow into the register. In both of these cases, the valve's been located before the radiator inside the register itself.
Once you've located the valve, and you have sufficient towels available nearby to clean up water leaks, you'd simply open the bleed valve until you hear the air leaking out. When the air is out, water will leak from the valve. (It will shoot from the valve if the valve's been opened all the way and the system's operational.)
It's best to try and bleed air from all the registers on the system. I'd personally start with the register closest to the heating source for the water in the system and work from there. If the water's circulating in the system, you may have to repeat the bleeding procedure once or twice to get as much of the air out as you can.
I hope this helps some - good luck! Jim D/West Point, VA