This plugin shows the state of your keyboard LEDs: Caps, Scroll and Num Lock in Xfce panel.
Simply add the plugin to your Xfce panel!
You can download it in source form from http://compas.com.ua/oco/file/xfce4-kbdleds-plugin-0.0.6.tar.bz2.
Note: you must use
./configure --prefix=/usr