Wake-on-LAN won't work if FreeBSD/Linux shuts down the system...?

[Martin Tournoy]

I'm trying to get WoL working, and actually works quite well as long
as windows shuts down the system.
However, when FreeBSD or Linux shuts down my system, it won't work,
and if I manually turn on the system and shut it down again (even
before POST is done) WoL will work again(!?!?)

I've tried shutting down my system in every way I could think of, but
it doesn't seem to matter...

I've been googling for hours on this and didn't get alot wiser, does
anyone have any experience or solution for this?

Thank you