Don't have a Lady Anne but my Garratt has a Roundhouse design of safety valve. It shouldn't really start blowing until the set pressure, whatever that is (mine's 60 psi but yours may well be 40). Usually a slight bit of persuasion will make them seat properly. This would involve a very gentle tap or gentle lifting and releasing - using some fine needle-nose pliers maybe. If it's been used a lot then maybe it's has some limescale but from what I've read elsewhere, I suspect it hasn't had that many steamings.