It may be that you have 'wake on LAN' enabled.
Right click "My Computer"
Click "Device Manager"
Expand "Network Adapters"
Right click on your PCIe Ethernet Controller ( or similar) right click on properties power management deselect "Allow the computer to turn off this device to save power" > Then go to the "Advanced" tab and in the drop down menu find "shut down - wake on LAN" and disable it.
You may need to reboot to take effect - not sure.