Which Windows Version are you using?
We are using Windows 7 Enterprise Edition.
Then it is related to the network card power settings.
Have a look there and deactivate the energy saver settings, because then the network card will also be powerd of, when the machine is in a shutdown state.
Can you wake the computer with a third party application?
As previously stated some cards do have the option to complete poweroff these option can be found in both windows and on some machines in the bios.
This Post might help as well http://community.landesk.com/support/message/79248#79248