Your house has two sets of pipes. One is the usual set for supplying water to sinks, toilets etc. This set is connected to your water supply - water company, well etc.
The other set of pipes is circulating your water for heating. That set goes from your furnace to the baseboard heaters and back again. Somewhere there is a valve that connects the two, and allows water from your house water supply to be added to the heating loop of pipes. This valve may be manual, which means you have to open it to allow more water to enter your heating loop. Or it may be automatic, operating on pressure difference between your house flow and the heating loop pressure.
If the automatic valve isn't operating properly, it doesn't let (enough) water into the heating side when you bleed the baseboards. If you have a manual valve, you need to open it when you bleed the system so that water replaces the air.
All the images I can find are copyright, so I don't want to post. However, look at Ispectipedia.com for some images of what to look for to find the auto fill valve.
If you have manual control fill valve, it will usually look like a handle for an outside water faucet or have a short lever handle. Either one would be located where a pipe from you house water supply connects to the heating system. This is usually near your furnace.
If you want to post or pm some pics of your furnace area and pipes, I'll see if I can spot it.