Maybe you can do that via 'bios'.
Mine let me to set it.

I've tried the above command line, and it doesn't work, giving me an error message
Code:
root@box:/home/max# setleds -D +num
KDGETLED: Invalid argument
Error reading current led setting. Maybe stdin is not a VT?
This only happen however under X, trying the same in text-console all works properly!