There are methods you can try to physically unstick the sub-pixel (applying direct pressure to it) if using a program to cycle through colours doesn't work - but these are very likely to void your warranty if you try them.
Therefore, your best option is not to try and fix it yourself - either go through the retailer or go straight to samsung to get the issue sorted (by getting a replacement monitor).
The first port of call I would suggest going to is straight to samsung (I believe they operate a zero bright sub-pixel policy in the UK)- I say this because they don't usually require you to send off the monitor for repair/exchange (at your cost) instead they bring the replacement to you.
The other option is going to the retailer. If you bought the monitor from a website in the last 7 working days (when you are still within the time you can return it under DSR) then I would immediately contact with them. Tell them the issue and that you are not willing to keep it in its current state, plus remind them that you are still within your DSR term. If they have any sense they will offer to replace the monitor for you, if not then just return it under DSR and buy another one. This option isn't as good as going straight to samsung IMHO, as you will need to pay for the shipping of the monitor back to the retailer.