If you want to permanently change their behavior, then you can use following steps to do so:

1. Type regedit in RUN dialog box and press Enter. It'll open Registry Editor.

2. Now go to following key:

To change the behavior for currently logged in user:
HKEY_CURRENT_USER\Control Panel\Keyboard

To change the behavior for all users:
HKEY_USERS\.DEFAULT\Control Panel\Keyboard

3. Now in right-side pane, change value of "InitialKeyboardIndicators" string value to any of following:

0 - Turn all indicators Off (NumLock, CapsLock, ScrollLock)
1 - Turn CapsLock On
2 - Turn NumLock On
3 - Turn CapsLock and NumLock On
4 - Turn ScrollLock On
5 - Turn CapsLock and ScrollLock On
6 - Turn NumLock and ScrollLock On
7 - Turn all indicators On (NumLock, CapsLock, ScrollLock)

4. That's it. Exit registry editor and restart your system to take effect.

原文：http://www.askvg.com/force-capslock-numlock-and-scrolllock-keys-behavior-using-windows-registry/