Get this ftp://ftp.silug.org/pub/ltsp/setnumlock.tar.gz
untar it, CD into it and as root
chmod 755 /usr/bin/setnumlock
this will create a small program which will set the number lock on when you issue the command setnumlock. If you got to the advanced settings in Gnome you can set it to run setnumlock when it starts a gnome session.