said by jackz:
I was wondering if this is so because the NIC has PXE support?

Close. Its wake on LAN enabled. Through an ATX mobo, even though the computer is turned off a small tricle of electricity still flows though it, to keep teh NIC alive, so when that magic packet comes the nic can still send a signal through the mobo to the power supply to turn on. As long as you have a router you are fine. There are ways to send magic packets through the net, but they must have your MAC.