Would Like to Change NumLock Behavior to Match MS Windows Behavior

[Gilbert Sullivan]

Got a new compact keyboard to use with my ThinkPad.

It's perfect except for one thing. The dedicated Home, End, PgUp, and 
PgDn keys are tiny, and are located farther away from the home keys than 
the numeric keypad.

I'd like to use the Shift and Ctrl keys with the numeric keypad keys for 
moving around and selecting text in my text editors, but I just learned 
that the default behavior in GNU/Linux -- unlike the default in the 
Redmond OS that I used to use -- is for the Shift key to override the 
NumLock condition. So -- if I want to move using Ctrl with the numeric 
keypad, and if I want to select text using Shift with the numeric keypad 
-- I've got to be constantly turning NumLock on and off. I have to have 
it off to use the Ctrl key for moving, and I have to have it on to use 
the Shift key for marking.

To make matters worse, there's no indicator light for NumLock on this 
keyboard, so I'm constantly getting it in the wrong state when I need to 
be concentrating on the text rather than what I'm doing with the danged 
NumLock control. I try to select a bunch of text and wind up typing a 
numeral, or I try to move and wind up blowing away something that was 
already selected.

In Gnome there's a setting in gnome-keyboard-properties that I found 
today while researching this. I didn't see this setting in the Xfce 
keyboard properties dialog. I looked for documentation on this, but I've 
drawn a blank so far.

Would someone be kind enough to point me at documentation so that I can 
figure this out? I'm not having much luck so far wandering around under 
/usr/share and /etc/default.

Regards,
Gilbert