I found this in a few different places around the 'net - hopefully it's helpful:

Turn on ToggleKeys

ToggleKeys is designed for people who have vision impairment or cognitive disabilities. When ToggleKeys is turned on, your computer provides sound cues when the locking keys (CAPS LOCK, NUM LOCK, or SCROLL LOCK) are pressed. A high sound plays when the keys are switched on and a low sound plays when they are switched off.

• Click Start, click Control Panel, and then click Accessibility Options.
• Click the Keyboard tab, and under ToggleKeys, select the Use ToggleKeys check box.

To use the keyboard shortcut which allows you to turn ToggleKeys on and off by pressing the NUM LOCK key for five seconds, on the Keyboard tab, under ToggleKeys, click Settings.

If the Use shortcut check box in the Settings for ToggleKeys dialog box is selected, you can turn ToggleKeys on or off by holding down the NUM LOCK key for five seconds.