Most likely it's set to Wake On a mouse, ethernet or keyboard event in the system BIOS. You'd normally access it via pressing Del or F2 (or sometimes F10, Ins or other key - check the start up screen for 'Press key to enter Setup') just as the PC is turning on. Once there you'll need to look through the various screens for the Wake On events and easiest thing is to turn them off / disable them.
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