The "gotchas" I've experienced with my boot camped iMac has been that it doesn't work before the OS is loaded. If I need to skip a disk check, or boot into safe mode, I have a little trouble.
Num Lock is the Clear key on the num pad, so it's located in exactly the same place, just no light to tell you it's working. The Option key is the alt key and the Command key is the windows key. I prefer the arrangement, but that's the way I've been using Windows for a long time (KVM with my powermac back in the day). It's nice because what you're used to with Alt-Tab becomes Win-Tab and does the pretty little scroll thing in vista or 7.
I think the print screen and scroll lock are just the F-keys that are in the same spot as those keys on a PC keyboard. I don't know for sure because I never use them
Hope that helps!