Hi, Bretsharon.
Usually there are two ways - and they might "step on" each other.
Easiest way is to set it On or Off as you prefer before you shut down WinXP;
it should boot up the same way next time. I think this is user-specific, so
if you are not the only user with an Account on this computer, each user may
have separate settings.
Many computers have a NumLock setting for the BIOS in the CMOS settings
before Windows ever loads. If the other method doesn't work and you can't
find this CMOS setting yourself, post back with the make and model of your
computer and somebody here will probably know the trick for that computer.
RC