I use a tiny generic BlueTooth MiniKeyboard, and had this exact same symptom. No version of the "toggle NumLock, stupid!" solution worked for me. In desperation, I found online an old USRobotics manual for this keyboard and learned that
Fn + <-Enter->
toggles FN-lock on and off.
Your mileage may vary, of course; and I have no idea if other keyboards use this convention. But many bluetooth mini-keyboards seem to come from the same factory -- so if NumLock doesn't work for you, try this.
[Grrrr. Several hours of life wasted. I never imagined that in 2015 I would have to RTFM to use a KEYBOARD.
I wonder how much money the factory saved by NOT printing on the key a little orange "Fn Lock" (after all, the Fn key itself is orange, and all the other g**d*mn keys on this thing have the result of pressing Fn together with that key printed on the key). I'm sure it's not as much as I will have to pay a lawyer to help me, should I ever find the product manager of this keyboard -- because after wasting so much time on such a stupid issue, I will certainly murder him/her should I ever knowingly make his/her acquaintance.]
Apologies for the rant.