Hi gegie45,
Check that the Toggle Keys Option is checked in the Ease of Access Center: -
http://www.computeractive.co.uk/ca/pc-help/2132988/caps-lock-audible-warning
However, I think there is a little bug in Windows 7 where your selection of Toggle Keys is not saved.
Try checking BOTH 'Turn on Toggle Keys' and also 'Turn on Toggle Keys by holding the Num Lk key down for 5 seconds'.
If your selection of Turn on Toggle Keys is not saved, try holding down Num Lk for 5 seconds and turn it on that way - hopefully this will be saved.
