Changing num lock state on boot, VMWare Player

This can easily done by adding either the line

forceSetupOnce=TRUE

or

bios.bootDelay = "xxxx" (milliseconds, 5000 works fine)

To the .vmx file in a text editor of choice. This will either force the VM to go into setup on boot once (the line is removed after that) or create a delay long enough for you to press the setup key to enter the BIOS (you may not want this every time). The BIOS has a menu for keyboard options that includes the setting for num lock state on boot.

Source of this information is a VMware KB article: Accessing the BIOS when the POST screen clears too quickly.