The bit that Buenchico pointed you to is just a cover and is used on the fixed valve. It is designed to stop you meddling with it and, other than that, is purely ornamental.
The valve you need to use to turn off the radiator normally has a bigger, more grippy cap than that, with a slot inside it which engages with the top of the valve enabling you to turn the valve with it. If neither of your valves has a cap on it, do as johnk suggests and find which one gets warm first as the heating starts up and fiddle with the other one.