Normally this is a BIOS issue. I have however seen Windows toggle the
numlock on startup. If the computer currently does not start like you want
it, go into the BIOS and switch the numlock to be the opposite of what it is
now. That way if Windows is toggling it, it will toggle it back to the way
you want it, and if Windows isn't toggling it, it will be set the way you
want it.
Brian