Is it possible to have Num Lock ALWAYS ON, without the ability of the Num Lock key to turn off?

I use CapShift and it's free:

https://www.donationcoder.com/Software/Skrommel/index.html#CAPshift

"CAPshift extends the Caps Lock key by slowing it down...

• Hold down for 0.5 sec to enable/disable.
• Hold down for 1 sec to show the menu.
• Rightclick the tray icon to show the menu.
• Also slows down F1, Insert, NumLock and ScrollLock."

The Advantage is: You don't lose the ability to change NumLock if you really need to.

Physically remove the NumLock key. When your finger goes to press it, it won't be there.

It's possible to automatically put it back on (within a few milliseconds) when it gets turned off, via an application.

This guy created an autohotkey script for it which he calls "Numlock Enforcer" http://www.donationcoder.com/forum/index.php?topic=9018.0

Not to most elegant solution, but it should work.