Heater problems

>>some kind of screw on there<< That is there to assist in bleeding the air out of the system. Just like a hydraulic system, you must get all of the air out. Before you replaced the thermostat, was the cooling system low?

You'll need a catch pan to catch the anti-freeze. Open the 'bleeder', and keep the radiator full while it is pushing the coolant/air out of the bleeder. Safest to do with the engine off. Continue doing this until no more air is seen. Run the engine for a while, watching the temp so as not to let it overheat. Bleed it again. (It's best to let it cool down in between bleedings). I am concerned, however, why the system was low, in the first place. The coolant had to have gone, somewhere. But, at this point, you'll need to get the air out and the system full, then check for leaks. If your system had Dex-Cool, don't mix the green anti-freeze with it. Either stay with Dex-Cool or flush the system thouroughly and switch over to the green type. (Prestone is a greenish-yellow, I think). But, you can't mix anything with Dex-Cool (orange color).

Most cars will have a drain petcock on the radiator, straight down, below where the upper radiator hose connects.
If not, you'll need to disconnect the lower radiator hose from either the engine or the radiator. Remember, though, the engine block is full of coolant, also, so the coolant you drain from the radiator won't be all of it. Are you switching over from Dex-Cool to green? If so, you may need to refill the radiator with water, run the engine, drain, do it again, and again, until you get nice, clean, water only, coming out. Then, drain again and install the new coolant, then go thru the bleeding process again. This process, sometimes, is worth paying for, as it is a real pain trying to do it at home. Keep in mind that anti-freeze is toxic, especially to animals, and fish, ect. You don't want it going on the ground, into drains, sewer, ect.