In Ubuntu used to be a keyboard option called "Make Shift+NumPad work like MS Windows" or something. It allowed me to press for example Shift+NumPad 7 and it would get registered as the "Home" key. Without that option the shift key acts like a temporary NumLock and it'll pick up a "7" instead.
My regular Home/End keys are somewhat out of reach, so I wonder where the setting is in XFCE. I'm using the latest XUbuntu 11.04.