Quote:
When I go into the PXE bios, there is a Wake on Lan setting which is disabled. Each time I enable it, and save changes, powerdown, and go back into the bios it's disabled again.

Go into the PXE BIOS, enable it, boot, run:
ethtool -s eth0 wol g
then poweroff and try it (and look for the link light).

I think the BIOS may 'allow' it rather than enable it.
You may have to run the ethtool command every boot. I think I read something about that whilst googling my WOL setup. One of my diskless machines needs this in rc.local

David
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LittleBlueThing Running twin 30's