WinXP, why no NumLock on boot?

I have Windows XP. In the BIOS, my computer is set to come up "NumLock on" at boot. But when Windows XP loads, it turns it off again. You can watch the light and it is on and working till Windows XP boots, then it goes off. If I am not watching it, when my password comes up and I key it, it doesn't work. My password contains numbers and it doesn't see them. So I ALWAYS key my password once, fail to connect, then hit NumLock and key it again. Is there some way to fix Windows XP so that NumLock is on when I start? How did I disable it? I never had this problem with 95 or 98, so I didn't expect it with XP.