This link contains the leaflet that the Citizens Advice Bureau says about the matter - should save you a trip down to the CAB office.
http://www.adviceguid...witholds_your_pay.pdf
Basically:
put it in writing to the employer and keep a copy
wait a short while to see what happens
make an application to the Employment Tribunal to force the idiot to pay up.
What's worse is that he won't be paying the necessary PAYE and NI contributions to HMRC on these earnings - this is also an offence.