I found that, when the NumLock is on, then many key combination won't work. For example, generally Ctrl-A is used to select all, but it won't work when NumLock is on.

There are two keyboard: The laptop one (Thinkpad T61), and an external USB keyboard.

The logs shown in xev:

(no log when pressed Fn+NumLock on the laptop keyboard)

Logs when pressed the NumLock on the USB keyboard:

(Switch On)

KeyPress event, serial 40, synthetic NO, window 0xb600001,
    root 0xac, subw 0x0, time 22187595, (102,107), root:(1198,133),
    state 0x10, keycode 77 (keysym 0xff7f, Num_Lock), same_screen YES,
    XLookupString gives 0 bytes: 
    XmbLookupString gives 0 bytes: 
    XFilterEvent returns: False

PropertyNotify event, serial 40, synthetic NO, window 0xb600001,
    atom 0x1b8 (XKLAVIER_STATE), time 22187601, state PropertyNewValue

KeyRelease event, serial 40, synthetic NO, window 0xb600001,
    root 0xac, subw 0x0, time 22187723, (102,107), root:(1198,133),
    state 0x10, keycode 77 (keysym 0xff7f, Num_Lock), same_screen YES,
    XLookupString gives 0 bytes: 
    XFilterEvent returns: False

(Switch Off)

KeyPress event, serial 40, synthetic NO, window 0xb600001,
    root 0xac, subw 0x0, time 22187899, (102,107), root:(1198,133),
    state 0x0, keycode 77 (keysym 0xff7f, Num_Lock), same_screen YES,
    XLookupString gives 0 bytes: 
    XmbLookupString gives 0 bytes: 
    XFilterEvent returns: False

PropertyNotify event, serial 40, synthetic NO, window 0xb600001,
    atom 0x1b8 (XKLAVIER_STATE), time 22187904, state PropertyNewValue

KeyRelease event, serial 40, synthetic NO, window 0xb600001,
    root 0xac, subw 0x0, time 22188003, (102,107), root:(1198,133),
    state 0x10, keycode 77 (keysym 0xff7f, Num_Lock), same_screen YES,
    XLookupString gives 0 bytes: 
    XFilterEvent returns: False