Could be an airlock in the coolant system... I have experienced this before and its very difficult to get all of the air out. The best way, I have found, is to back-fill the system from the heater in and out pipes, disconnect one at a time (when cold, of course) and insert a hose into the pipe, undo the air bleed on top of the thermostat housing and keep filling, until water flows freely without any air bubbles, do it through both hoses to make sure all the air is out... other than that it may be a head gasket problem, or too high a pressure radiator cap, hope this is of some use.