How to change Shift + <Keypad Key> behavior?

I finally found out there was a standard ubuntu option to set this :

• Open "keyboard preferences" ; in the "Layouts" tab, click the "Options..." buton
• Look for the "Miscellaneous compatibility options" group
• Select the "Shift with numeric keypad keys work as in MS Windows" checkbox.

EDIT 1: In newer versions (eg.Ubuntu 18.04) look at Tweaks> Keyboard and Mouse>Additional Layout options>Miscellaneous compatibility options>"Num Lock on: digits; Shift for arrow keys. Num Lock off: arrow keys (as in Windows)"

EDIT 2: Or, as suggested in XUbuntu: Make Shift+NumPad work like Windows

Use the following command as workaround:
setxkbmap -option 'numpad:microsoft'

In order to run the above command automatically when starting the graphical desktop environment, create an Application Startup entry:
Search for Startup Applications > Add

          Name: Make Shift+NumPad work like MS Windows
Description: whatsoever
   Command:setxkbmap -option 'numpad:microsoft'