Thanks for your help. I guess we can conclude that there is no Num Lock facility on this keyboard. So! I've fixed the issue. I carefully removed the key, placed a small piece of rubber over the switch and clicked the key back into place. Now the switch is permanently pressed down and the keyboard looks awesome. If you also want to try this, lever the edge of the key from the top or bottom, not the sides, and allow the opposite end to remain connected so it opens like a door. You can then see the shape of rubber needed to place in the space around the switch. Make sure the rubber isn't too soft or it will deform and allow the switch to push into it over time.
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