I have tried 2.4.22, 2.4.23 and 2.6.0-test11 with nvidia and forcedeth drivers. The LEDs do stay on. Through your link to the howto I found pci-config.c on http://www.scyld.com/diag/index.html
which can set the power state of devices.
I have added a script in /etc/rc0.d to put the nic to D3, and that enables WOL functionality. Unfortunately, this causes the box to hang sometimes, so it's not full-proof, but it seems to work -most- of the time.
It seems the kernel ACPI maintainer has a mobo with nforce2 chipset, so he will be able to do some testing when he gets around to it. Hopefully he can dig up enough information about this issue so that the forcedeth crew can incorporate it into their driver.
In the mean time I am going to look for a failsafe solution, i.e. a network card that will support wake-on-lan. However, this might prove very difficult because I don't think my mobo has pins to attach a WOL cable to