Bleeding radiators is quite simple, and can usually be done by homeowners. All that's required is a radiator key, a towel and/or bowl, and a bit of time.

Why Bleed Radiators

Even with closed systems, air can still find its way into the system. When it does, it will collect at the highest points available (the top of radiators). Trapped air can cause radiators to heat less effectively, so removing it will help reduce your heating costs.

How to Bleed Radiators

To bleed the radiator, you'll need a special tool called a "radiator key". A radiator key is a small key like object that will fit on the bleed valve of the radiators, and is used to open/closed the valve.

The first step in bleeding the radiators, is to turn off the system. Next, you'll have to locate the bleed valve on each radiator. This valve should be near the top of the radiator, and will look something like this.

Insert the key into the valve, and hold the towel and/or bowl below the valve. Slowly turn the key anticlockwise, until you hear a hissing noise or water starts to drip from the valve. Once water starts to drip, close the valve by turning the key clockwise.

_{WARNING: Never open the bleed valve too fast, too far, or completely remove the valve stem.
CAUTION: Water dripping from bleed valve may be hot. Contact with aforementioned water could lead to injury.}

Repeat this procedure for each radiator in the system.

Repressurize the System

After bleeding the radiators (or even before bleeding the radiators), you may notice the pressure in the system is too low. The typical rule of thumb is that for a 2 story home, the pressure should be between 12-15 lbs. or 25 - 30 ft. If you notice the pressure is a bit low, you'll want to top the system off.

There should be a supply pipe connected to the boiler, with a valve that is fully closed. This pipe should come from the cold water supply system of the house. Once you've located the supply and valve. Open the valve slowly, keeping an eye on the gauges, close the valve again when the gauge reaches the optimal level.

A fellow Briton (I'm guessing from your terminology) will have a better sense of what's normal and customary there than I do. Certainly sounds like the installers screwed up.

What sounds like your major heating issue is probably air trapped in the pipes/radiators - particularly the ones that do not heat well - there should be some sort of air vent on those (near the top - possibly on the pipe, possibly on the radiator itself) which you can open to permit the air to leave. Shut when water starts coming out. The expansion vessel is somewhat related, as it makes up the difference in volume from a cold to hot system so that the system does not blow off water (assuming there is a pressure relief somewhere.) If you open a bleeder and you don't reach a point where water comes out, the lack of an expansion vessel would be partly responsible - without one, system pressure will drop rapidly as you remove air, and may drop too low to push all the air out, unless you add more water to the system.

If you really don't have an expansion vessel and pressure relief, and the system is, in fact closed, that creates a significant hazard, as system pressure could rise to unsafe levels as the system heats. I would expect that the boiler would at least have a pressure or pressure/temperature relief. If there really isn't one, you have a potential steam explosion... or you don't have the system type you think you do.