Are you using Gnome or KDE or something else.
KDE: In the KDE control centre, there is a setting (I think under keyboard) for Numlock on at startup.
Gnome: Download the following program
SetNumLock. Compile it and run it. It should toggle numlock on and off. Now add it to your startup programs. I think it is under "Session" in the gnome settings.
Terminal: If you are not using X, add the following line to your ~/.bash_profile:
I hope this helps
--Ian