If you are using Gnome you may need to compile a small C program, called setnumlock, that can turn numlock on for you. Download this
ftp://ftp.silug.org/pub/ltsp/setnumlock.tar.gz and untar it then cd into it, compile and install it, change the permissions so ordinary users can use it and then get gnome to run it every time you log in
Code:
tar xzf setnumlock.tar.gz
cd setnumlock
make
su
password
make install
chmod 755 /usr/bin/setnumlock
exit
gnome-session-properties
Click the Startup Programs tab then click Add+, enter setnumlock into the box and click OK