Stay in insert mode when using cursor keys

I'm using Vim 6.3.46 (with no update possibilities) on a machine where I do not have my own login. I'm starting vim via alias vi='vim'.

There's no .vim.rc afaik (is there a way to verify this, or discover what config file vim is using?). The default config is OK except I always want line numbers so I'd like to configure vim with -u myvim.rc

But if I do use a config file vim behaves differently:

- without myvim.rc I can be in insert mode and move around a file with the cursor keys (staying in insert mode). There's also a status "Insert" visible at bottom of screen.

- with myvim.rc (which contains only 'set nu') using cursor keys drops me out of insert mode. For the left-arrow key there's a message "E388 Couldn't find a definition" but the other cursor keys don't give messages. Also there is never a status "Insert" shown.

How do I keep the "default" behavior and also turn line numbering on?
Or how do I configure that behavior in myvim.rc?

Thanks
Alan

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