You can do so in the BIOs although it is kinda hard to accidently hit Fn and F2 together.

To access the BIOs setup, power down your computer and hold F2 while powering back up.

Unfortunately it's not the Fn +F2; it's just the F2.  I think they got it backwards when they designed this one.  (Key is white while functions are blue)

Like this the wifi button is blue and the F2 key is white or other way around? Does this issue occur only when "Num Lock" is on? 

All the Fn buttons are blue and the wifi button is white.  There is no num lock on this keyboard.

That is strange. Must be the way they are doing it now. What model is this? Have you found a setting in the BIOs setup about it?

It's the Inspiron 1545.  No, I don't know anything about playing with the BIOS setup.  With my luck I'd screw up my whole computer! lol

Hey don't worry it should be okay. Even just to have a look to see if the settings there.