Sounds like thermostatic switch in radiator not working. You can test it by checking circuit continuity when it gets hot. Remove it from the radiator, place it in a saucepan of water and heat it up. Use a multimeter or test-bulb to check that it makes a circuit (i.e. switches on) when it gets near boiling point. If it doesn't, then replace it with a new one. Use a new O ring gasket to avoid leaks.
See also:
http://www.renaultforums.co.uk/showthread.php?s=1b36217252f2f363be0271bacaa66e49&t=70909&page=2
ChicksFan, May 2010