I beleive theese answers are excellent and I use them and they worked, but they only adress half the question (problem), which is to turn NumLock at boot time only.
I need Numlock on at ALL time, even after boot.
My problem was that while starting an application (and old one that nothing replaces it yet so I'm stuck with it - Nortel BCM to be precise) that application tries to be cute and to turn on NumLock, but in facts toggles it, and only for itself !
So, I was stuck with that application having numlock on, an Numlock off outside that application... drives me crazy since I use a lot the Numpad for numbers.
I use Autohotkey and add this line in any startup autoloading script:
For thoose who don't know Autohotkey, it is a marvelous FREEWARE, which any self-proclaimed "SuperUser" should be aware of and use extensively.