How to disable num lock warning
Solution 1:
Like the original poster I found this to be slightly annoying. I have checked the code for gnome-screensaver where this is implemented and as far as I can tell it is not configurable. I resorted to editing the source code not to do this and then rebuilding the package. If interested you can the the rebuilt package or a patch you can apply yourself.
To install the package once downloaded, in a shell (terminal window) do:
dpkg -i gnome-screensaver_3.2.0-0ubuntu1local1_amd64.deb
I am not proposing to send the patch upstream as this really is a hack because the rebuilt package is less than ideal for laptops where numlock makes some of the alphabetic keys generate numbers.