you must go in the registry:
HKCU\Control Panel\Keyboard
Modify (or create) this key in REG_SZ format:
InitialKeyboardIndicators="2"
and then, your numlock should be on on boot!
I have made a utility to do this. inf file does not work any more in w2k.
try this at http://home.nordnet.fr/~pmdevigne/
name : Change Icon
status : freeware
enjoy !