Enabling Numlock in GDM

Install numlockx using apt-get, aptitude or Synaptic
In Gutsy, edit /etc/gdm/Init/Default. For older versions of ubuntu edit /etc/X11/gdm/Init/Default instead.

Find the line

exit 0

Add the following code above that line

if [ -x /usr/bin/numlockx ]; then
/usr/bin/numlockx on
fi