How to change Shift + <Keypad Key> behavior?

I am used to use the numeric keypad for navigation (e.g. : KP7 -> Start, KP1 -> End, KP4 -> Left, etc... ). I am also used to use it for selection (e.g. : Shift+KP7 -> Select from cursor position to beginning of line, Shift+KP1 -> Select from cursor position to end of line, etc...)

With the keyboard configuration installed with Ubuntu, though, Shift+KP7 prints the character "7", Shift+KP1 prints "1", etc...

How can I change this so that Shift+KP-key is not mapped to key, but to Shift+KP-key ?

I finally found out there was a standard ubuntu option to set this :

• Open "keyboard preferences" ; in the "Layouts" tab, click the "Options..." buton
• Look for the "Miscellaneous compatibility options" group
• Select the "Shift with numeric keypad keys work as in MS Windows" checkbox.

EDIT 1: In newer versions (eg.Ubuntu 18.04) look at Tweaks> Keyboard and Mouse>Additional Layout options>Miscellaneous compatibility options>"Num Lock on: digits; Shift for arrow keys. Num Lock off: arrow keys (as in Windows)"

EDIT 2: Or, as suggested in XUbuntu: Make Shift+NumPad work like Windows

Use the following command as workaround:
setxkbmap -option 'numpad:microsoft'

In order to run the above command automatically when starting the graphical desktop environment, create an Application Startup entry:
Search for Startup Applications > Add

          Name: Make Shift+NumPad work like MS Windows
Description: whatsoever
   Command:setxkbmap -option 'numpad:microsoft'