It is a tool to set the keyboard's NUM LOCK ON by default, that is every time the computer boots up or every time a user logs in. For example, on SuSE Linux it was provided by the package x11-tools. Now it is not installed anymore, since recent versions of KDE provide a flag in the KDM configuration file:
Anyway, if you are running on a RPM based distribution you can issue
rpm -qf /usr/X11R6/bin/numlock
to discover where it comes from and then investigate further.