I would suspect from what you say that your system is set to wake on lan or wake on modem/token ring.
this would explain why it doesn't happen when you are disconnected.
as i recall it is a setting in the bios, your motherboard manual should explain how to turn off these items.
One other possisbility (remote chance) is that your system is not shutting down correctly and windowsXP is rebooting as a consequence. to check, goto start/control panel/power options/advanced
near the bottom are :- When i press the power button on my computer.... That should be set as SHUT DOWN
:- When i press the sleep button on my computer.... That should be set as STAND BY.
hope this helps