To run it, Download NumLockX tarball; uncompress the file, compile the source and install it
tar xvfz numlockx-1.1
cd numlockx-1.1
./configure && make
su
make install
This should be without any problem, as you have installed gcc and X stuff.
Still in the directory and having super-user privileges, to activate NumLockX at X startup, type
make xinitrc
And to deactivate it, type
make xinitrc_uninstall
To activate it with xdm (gdm, kdm or whatever), type
make xsetup
To deactivate it
make xsetup_uninstall
To switch numlock off, type (ypu do no longer need to be root)
numlockx off
and turn it on
numlockx on