You have to turn the computer off by using the Windows Shut down, and leave all the external switch On as ii is.
ATX Mobos do not lose power when you turn Off the computer this way.
Wake on LAN (WOL) is a standard that allows you to turn on a computer from another location over a network connection.
Configuring your Network Card:
In order for WOL to work, your network card must go into "standby mode" when you power down your computer. If any of your network card's lights are still lit after you shut down, then it's configured properly, and you can skip the rest of this section. Othewise, if none of the lights remain lit after powering down, you'll need to do the following. (
http://www.annoyances.org/exec/show/article04-101)