We are having this problem also. We are using 9x workstations
connecting via Citrix to Windows 2000 SP3 servers. Users will lose
num lock in the middle of a session. The light is still on, and it
works on the local PC, but not in the Citrix session. Even
disconnecting and reconnecting to Citrix sometimes won't fix it.
Sometimes the user has to reboot the 9x machine.