There are a few methods of getting the Num Lock to be set to "on" at boot time, but this is the only one that worked for me, while running Red Hat Linux 7.0, and 8.0, do the following as "root":

• Download numlockx-1.0.tar to your home directory, or better yet a temp directory.
   

• Go to the directory you downloaded the file to and issue these commands:
  
  tar -xvzf numlockx-1.0.tar.gz  -- to unpack the file
  
  then:
  
  cd numlockx-1.0  --go to the new directory created when unpacking the file
  
  then:
  
  ./configure
  
  make
  
  make install
  
  make xsetup
  
  make xinitrc
  
   

• As the text flies by, all is OK as long as you don't see any errors.
   

• To manually make this file execute every time you start X-Windows, (NOTE: the "make xsetp", and "make xinitrc" above do this already) edit the .xinitrc file (on RH 8.0 it's located at /usr/X11R6/lib/X11/xinit/)  by adding this line anywhere on it:
  
  numlockx on &
  
  (or you can manually execute it by issuing numlockx on the command line)

    Here is the README from the script's author: Click Here

That's it.