HKEY CURRENT USER\Control Panel\Keyboard\InitialKeyboardIndicators
0 = numberlock off
2 = numberlock on
If you want the numlock on at the welcome screen you also need to change:
HKEY USERS\.DEFAULT\Control Panel\Keyboard\InitialKeyboardIndicators
same number values as above.
Create a vbs file and put it in the start folder:
set WshShell = CreateObject("WScript.Shell")