Correction: Apparently that was omitted from the E7440, even though it's on the E7450 and was on Dell models older than the E7440. In that case, try going through the BIOS setup to see if there's an option to change the default Fn key behavior. Some laptop models offer both mechanisms for switching, but there's practically always at least one or the other.
I’m not sure it’s there; that’s just where it WOULD be. Unfortunately I got rid of my E7440 a few months ago so I can’t check. But if there’s no Fn Lock key on the keyboard and no BIOS option where you can choose between “Function keys” and “Multimedia keys”, then it’s possible that it’s simply not comfortable on that model. A while back, an application called Dell QuickSet offered a way to set this within Windows, but that hasn’t been supported on models built over the last few years.