Is that the only issue you have and the pc function correctly ?
This is very common when a pc has wake on lan. This allows another device to in effect boot/turn on the machine. You likely can disable this feature in the bios. Since you used a windows program it might have set one of the special windows wake options. You could look around the setting and see if some form of wake on lan is enabled. Used to be the OS never modified BIOS settings but I think microsoft does. If you disable it manually I am not sure if windows can turn it back on.
In general you could just ignore it. The machine is likely fully off with only ethernet chip powered. It does not really hurt anything, it is a pain to get wake on lan to work and it is almost impossible to get to work remotely via the internet so a hacker would have to be inside your house to use it.