If Num Lock is not on you wont get numbers from keypad ... if you are using keypad... If you have a key pad and want to use the numbers function it has to be Num Lock enabled.
One other thing to check is that the Caps lock is not enabled on the computer by which you are connecting to via RDP. Mentioning this only because a long time ago with a software called PC Anywhere I dealt with an issue where Caps lock was enabled on the server, so when I was authenticating to the server, as crazy as it may sound I had to have my Caps Lock key ON on my laptop to inverse the Caps lock function on the Server for lower case input. RDP and PC Anywhere are like Apples to Oranges, but its worth a try if enabling Num Lock doesn't help you.