Is the computer "shut down", or just in hibernate or standby mode?
If it is shut down, then is the computer connected to a telephone line? If so, check your BIOS for something that looks like "awake on ring". If there is anything, change it to disabled.
If not that, maybe others here will have ideas.
My PC automatically starts up at exactly 12:00 every night. It starts up and shows the login window. Really annoying... Does anyone have an idea on how to turn this off?