A few things come to mind. It could be, as mentioned, mechanical, but I think that a remote possibility. It could be an ACPI Power Management issue. Power Management settings generally can be managed via entering the BIOS "Setup Mode" at the beginning of the boot process, consult your machine's documentation for precisely how to enter the BIOS and how, once there, to turn off ACPI.
Another thing that comes to mind would be the NIC's own power management settings; check in Device Manager, select the NIC, go to its Properties, open the Power Management tab, and deselect any options.
Personally, I leave my machines on 24/7, allowin' 'em to shut off their monitors after a bit of inactivity, and to "Sleep" after a bit longer. Everything, includin' phone/DSL lines, is connected through surge-protected, voltage-regulatin' backup power supplies. My routers, switches, and DSL interface are never powered off other than as might be required for maintenance. Other peripherals such as printers, scanners, outboard drives, speaker systems, hubs, etc. all are connected to power in such fashion as to enable them each individually to be powered up or down independent of the rest of the gear, but mostly I leave all of that stuff powered up all the time too; most of it has its own method of enterin' a standby state when idle, or consumes next-to-no power while idle. I like the LEDs too - lotsa green and blue and red little stars illuminatin' the nightime sky of the office

- and, if one happens to not be on, my attention is called to lookin' to see why.