The subject behavior is expected if Wake-on-LAN configured.
To workaround this feature:
1. Right-click My Computer and press Properties.
2. Select the Hardware tab.
3. Press the Device Manager button.
4. Double-click Network Adapters.
5. Right-click your network adapter and press Properties.
6. Select the Power Management tab.
7. Clear the Allow this device to bring the computer out of standby box.
8. Press OK and close the open Windows.
NOTE: If there is no Power Management tab, contact the manufacturer for information about disabling Wake-on-LAN.