You can change default state of Num Lock key on Windows logon screen through registry.
Open Regedit.exe and navigate to HKEY_USERS\.Default\Control Panel\Keyboard
Find InitialKeyboardIndicators key. To enable Num Lock, set InitialKeyboardIndicators value to 2. To disable Num Lock, set InitialKeyboardIndicators value to 0.
Disabling Num Lock on login screen can come in handy if you are using a netbook where due to keyboard layout you need to manually disable Num Lock every time before typing in login credentials.