I have the same problem with Kubuntu Feisty Herd 4 and Microsoft Natural Keyboard 4000 (USB connector). In Edgy (and previous versions) the leds where working without a problem. I think this problem is related to the new version of the kernel.
** Also affects: linux-source-2.6.20 (Ubuntu) Importance: Undecided Status: Unconfirmed -- Numlock and Capslock-LED do not work https://launchpad.net/bugs/88628 -- ubuntu-bugs mailing list ubuntu-bugs@lists.ubuntu.com https://lists.ubuntu.com/mailman/listinfo/ubuntu-bugs