When you start your PC, Num Lock, Scroll Lock, and Caps Lock don't automatically toggle on. You can automatically turn each of them on or off whenever your PC starts, for all accounts on the PC. As a practical matter, most people probably want to have only Num Lock automatically turned on, but this Registry hack
allows you to force any combination of keys on or off. Run the Registry Editor [Hack #83] and go
to HKEY_USERS\.Default\Control Panel\Keyboard.
Find the String value InitialKeyboardIndicators. By default, it is set to 0, which means that Num Lock, Scroll Lock, and Caps Lock are all turned off. Set it to any of the following values, depending on the combination of keys you want turned on or off:
0-Turns off Num Lock, Caps Lock, and Scroll Lock
1-Turns on Caps Lock
2-Turns on Num Lock
3-Turns on Caps Lock and Num Lock
4-Turns on Scroll Lock
5-Turns on Caps Lock and Scroll Lock
6-Turns on Num Lock and Scroll Lock
7-Turns on Caps Lock, Num Lock, and Scroll Lock
Exit the Registry. When you restart, the new setting will take effect.
"Windows XP Tips: Automatically Turn On Num Lock,Scroll Lock,and Caps Lock"
Reference : techpraveen.com