Seconding user19's point about heat, but if neither running water, sunlight or a flame are available try the following.

For most cheap ballpoint pens, the bit that actually holds the ink is a narrow piece of plastic tubing with a nib on the end. You can usually remove this part from the outer casing by taking off the end cap at the back of the pen and tipping it out. Gently flex the tube with your fingers a few times. The motion plus the heat from your fingers frees up the ink flow.

This is assuming that the pen broadly similar to the ["Bic"][1] brand. I've included that link for illustrative purposes only and not at all because some of the reviews are hilarious. 


  [1]: http://www.amazon.co.uk/Bic-Crystal-Ballpoint-Medium-Point/dp/B000JTOYLS