I have had some success using a tip from:
ie: turn the PC on, then within a few seconds press the power button again. Wake On Lan then works (once).
asus a7n8x motherboard, fedora core 3 + up2date.
Sort of OK, if I remember to do it before actually wanting to WOL ; -)
But if I initiate shutdown via gui (logout|shutdown), or halt / shutdown, then wake on Lan doesn't get enabled, and the machine fails to respond.
I have noticed on a HP compaq nx9000 that during shutdown a log line is emitted similar to: eth0 staying awake for wake on LAN, but this doesn't happen with the a7n8x.