@keyq3: If you dial *#0*# into your telephone keypad and select 'Red, Green and Blue' from the series of grey tiles, is the pixel visible in any of these tests? If it is then you may wish to arrange for the device to be inspected by an engineer at a Support Centre, which you can find by checking the link below and entering your post code.
http://www.samsung.com/uk/support/servicelocation/ If the device is over 24 months old or the issue is deemed to be the result of physical/liquid damage then a charge will be applicable to cover the cost of the service. I suppose it depends on the position of the dead pixel on the screen and it's affect on your usage (if any) as to whether or not you wish to proceed with the repair.