First install numlockx - program to control the NumLock key inside X11 session scripts:
baban@brux:~$ sudo apt-get install numlockx
Now create a backup file for /etc/gdm/Init/Default
baban@brux:~$ sudo cp /etc/gdm/Init/Default /etc/gdm/Init/Default_backup
Open the file in your fave editor (vi, gedit, nano):
baban@brux:~$ sudo vi /etc/gdm/Init/Default
Insert these lines before "exit0":
if [ -x /usr/bin/numlockx ]; then
/usr/bin/numlockx on
fi
/usr/bin/numlockx on
fi
Next time you log in a numlock will be on.