There are 2 ways to do this. The first is change the setting in your computer's BIOS. If you cannot use this option, you can modify the registry to achieve the same thing. Go to the key: HKEY_CURRENT_USER\Control Panel\Keyboard. There you should see a string value called InitialKeyboarIndicators. Change this value to 2. On the next restart, NumLock will be ON. Change the value to 0 to turn it off or to 1 to disable NumLock.
Whenever I boot my Windows 7 computer, it starts with Num Lock turned off. There was a way to do that in XP, but that option isn't there anymore.