a 'stuck' pixel is usually a hard flaw in an LCD panel. no way to really fix them. if you have stuck/dead pixels, check your warranty carefully, as many manufacturers dont warranty a single bad pixel anymore. usually you need a group of them, or a certain number over the entire display.
Now, a 'stuck' pixel using a CRT is another matter, time for a new video card, as your card probably has bad ram
I've used this massage technique before and it worked pretty well for me. I even had an old LCD that I didnt really care about that had a stuck pixel and I just flicked the hell out of it and it fixed the problem... although I dont recommend flicking your screen, so I would try the massage technique.