Sounds like Num Lock is off, important to PCs and essentially irrelevant to Mac OS X.
It's not super consistent across Macs, but you need the keyboard to generate an honest-to-goodness Num Lock keypress. I've seen it as Command-Clear, Clear, and even F6.
Or, if that fails, you can always use the on-screen keyboard. In Windows XP:
Start > All Programs > Accesories > Accessibility
Click the "nlk" key with your mouse and then close the on-screen keyboard. Numeric keypad should work.