I whipped up the following AutoHotkey code to fix a couple minor annoyances when using the Windows calculator. The most useful change is remapping the Num Lock key to the ESC key, making the number pad much more like a traditional 10-key calculator. The other thing it does is ensure that numbers are sent regardless of the Num Lock state.

#IfWinActive ahk_class CalcFrame
    NumLock::Send {ESC}
    NumpadIns::Send 0
    NumpadEnd::Send 1
    NumpadDown::Send 2
    NumpadPgDn::Send 3
    NumpadLeft::Send 4
    NumpadClear::Send 5
    NumpadRight::Send 6
    NumpadHome::Send 7
    NumpadUp::Send 8
    NumpadPgUp::Send 9
    NumpadDel::Send .

If you're new to AutoHotkey, Lifehacker's beginner's guide is a good place to start.