On my abit NF7, there is a jumper that changes whether or not my computer does that. Check for such a jumper on your box. Mine said something to the effect of "KB_POWON" on the motherboard. if it's not in the manual, you just might want to look around the motherboard for such a jumper.
Note I'm abit fuzzy about the KB_POWON name I gave - I haven't looked at it for several months.