I know that one is able to enable the scroll lock button. But my question is: is there a way to permanently do this so that I do not need to enter the command in every time I start Ubuntu?
You can use the xset utility to toggle it. Either search the software center and search for x11-xserver-utils or enter the following from the terminal to install it.
sudo apt-get update;sudo apt-get install x11-xserver-utils
All you need to do is add a new entry in settings-->session and startup with the following..
xset led named "Scroll Lock"
FYI: to turn it off..
xset -led named "Scroll Lock"
To find out how to add a something to auto-run at login see this How do I start applications automatically on login?