Where exactly is it leaking? If it is at the stem of the shut off valve the you could try tightening the packing nut. Be gentle and don't force it. If leak does not stop you might be able to replace the valve packing. Otherwise the valve will need to be replaced. If it is coupling between the valve and the radiator then you can also try to tighten it. If it continues to leak you will have to disconnect it and put in thread and pipe dope to make a better seal. There may be material specifically for steam piping but I'm not sure what it's called. Don't forget to shut off the valve if you disconnect the radiator.

The seals in shut off valves, at least older models, have a tendency to deteriorate over time just sitting there as they are used infrequently and the packing/seals can deform or go bad. The simplest fix for this is to shut off your main water valve, open a couple of taps that are at low points in the system to drain it, and remove and replace the valve with a new one. The newer models that have a quarter turn to shut off or to open typically have a nylon ball as a valve and you should not end up with this problem in the future if you do the replacement. Trust me, it should be a lot easier to put in a new valve than to try to repair the old one. It's usually a quick job as long as the old valve isn't rusted onto the piping. If you don't have some experience doing plumbing repair, it would be best to get a knowledgeable friend to help or pay a plumber as there are different size connections on these valves, and the connection to the piping can be screw-on or compression, or (less often) soldered on.

I live in a condo which has 122 units and ONE shut off valve for the building's water supply. In other words, if water to a unit has to be shut off for any reason, the whole building has water shut off. In my experience, you can't replace a shut off valve without turning off the water for the building. You use the shut off valve so that you don't have to turn off water for the whole building to change a faucet or even a toilet. I would double check with management or whoever is in charge of maintenance because based on personal experience, you would need to close down all the water to replace the shut off valves. Because of the horrible consequences if a shut off valve breaks, my building has an annual inspection of all the shut off valves in each unit. If your shut off valve is found to be leaking or in danger of seizing (e.g. not shutting or opening properly), our building will make note of it. The HOA then turns off the water for one day so all homeowners on the list can get them replaced and the HOA generally provides the ability to use a plumber who bids a discount price. But the chief incentive is that normally it costs $2000 to shut off the water but there is no cost if you have the valves replaces on that day.

Soldering copper pipe is a good homeowner skill to learn. And, it's easy to do. When you buy the torch, pick up a short length of pipe, some fittings to practice with, and a soldering kit like this: https://www.menards.com/main/tools/torches-soldering-tools/oatey-reg-safe-flo-silver-plumbing-solder-kit/50683/p-1444449926798-c-8533.htm?tid=-8460164875200987733&ipos=2 Clean the inside and outside of all the pipe surfaces where they would overlap with the sanding cloth, surfaces should be bright and shiny copper. Apply a small amount of tinning flux to all surfaces, assemble things and its ready to solder. Turn on the torch and set it on a level surface in front of you. With channel lock pliers, hold the assembly with one hand and bring the assembly into the heat of the flame. Not into the base of the flame, stay more towards the flame tip. If you overheat the joint, the surfaces oxidize and you're done, the joint will never solder properly. Bring the joint temp up slowly, the tinning flux will start to bubble, and with the roll of solder unwound/extended and in your other hand, test the joint with the solder on the opposite side of the heat. As the joint comes up to soldering temp, the solder will melt and be drawn into the joint by capillary action. The joint is done! You can wipe the joint with a cotton rag to clean it up if desired. As the joint cools the solder solidifies. You can touch/drape a wet cotton cloth around a joint to speed up its cooling, or if I'm preassembling several fittings at a bench, I like to drop the assembly into a bucket of water so I can handle things quicker.