Open your registry and find the key below.
Change the value of 'InitialKeyboardIndicators' to either '0' for off, or '2' for on.
Note: This change will affect all users but value can also be changed on a user-by-user basis by modifying [HKEY_CURRENT_USER\Control Panel\Keyboard] using the same values.
Key:[HKEY_USERS\.DEFAULT\Control Panel\Keyboard]
Value Name: InitialKeyboardIndicators
Data Type: REG_SZ
Data:0 = NUMLOCK off, 2 = NUMLOCK on
More info: http://support.microsoft.com/support/kb/articles/q170/9/03.asp
