Well there's a difference between a dead pixel and a misbehaving one; if your pixel always stays one solid bright color, or never lights up at all, no matter what the state of the monitor it's probably dead; if it tends to respond in some situations but not others you might coax it into behaving a little better with a pixel fixer color flashing program.
My PSP for instance has had a couple lazy pixels since the day I bought it but at the time Sony was refusing to do anything about them; they usually respond properly but they stay lit when the image gets too dark. So they can respond to about the upper 50% but they just stop when they're instructed to get any dimmer.
After carefully following the instructions on a pixel fixer program and running it about half an hour I widened this margin to about 80%, meaning it's almost unnoticeable except in near-black situations. Just turning it on and walking away for two hours made no difference though, make sure you read the instructions! They usually require you to do things over the course of the operation, like for the PSP cycle the brightness occasionally.
Anyway good luck, whatever your situation is. There's not much you can do if the normal solutions don't work and the warranty is up except bitch about it; there is no way to repair dead pixels with at-home equipment.