Unfortunately, I am unable to deliver this application via the Mac App Store. Apple's current implementation of application sandboxing prohibits Mac App Store apps from intercepting keystrokes across the OS.
As such, if you are utilizing the OS X Gatekeeper security feature you may need to take an additional step to run NumLock. Learn more about OS X: About Gatekeeper
The safest option is to allow just the NumLock app. To do so:
Control-click the NumLock app icon and select Open from the contextual menu. In the resulting dialog box, click Open.
Macworld has a great article on enabling apps while Gatekeeper is on.
To configure Gatekeeper to allow all non-App Store applications from nonregistered developers:
System Preferences > Security & Privacy - General tab
Allow applications downloaded from: Anywhere