Hi Milutin
You are correct, this problem is most always caused by the 'Wake on LAN' setting, can you please check that again . . .
Open Device Manager (accessible by right clicking your Start Button
Expand the Network Adapters section
Make sure to select the correct Network Adapter, then right click that and choose Properties
Choose the Power Management Tab f the resulting dialog
Turn off all three options on that tab
Then, click the Advanced Tab
Scroll down in the Property box and select 'Wake on Magic Packet' and ensure that it is disabled in the Value list box then click OK