This may have several root causes, but there are a few things to look out for. First, check all of your windows/doors for drafts or significant leaks that might be causing conditioned air to escape the room. Next, try closing any doors that lead outside of the house since wind blowing through cracks can lower the temperature inside. If you feel cold air coming in from your windows, make sure that they are properly sealed (i.e., caulked or weather-stripped). If this doesn't do the trick, you should also check to see if your system is working properly; call a professional to come out and service it for you. Finally, if all else fails, there may be an issue with your ductwork. If the metal is exposed somewhere (such as in the crawlspace) it may be picking up heat from other parts of the house. This could also be caused by hose bibs that open into the return; make sure they are closed tightly or insulated to minimize this effect. Hard-to-reach places in your room, such as the top of a closet or behind furniture, may also be collecting heat. Try using a small fan to circulate the air and create some movement.