Wake On LAN (wont work unless)

Hi all need some help here

I have a HP DL160 G6 server I want to set it up to wake on LAN VIA my router.

Now the weird part if I go to start then shutdown PC.
Then go to my router and click WAKE UP nothing happens.

BUT

if I unplugged the power cable from the server then plug it right back in and log into my router and click WAKE UP it works every time.

I am realy stumped here why would it do this?

Please help

Its deffo to do with the way windows server 2012 is shutting the PC down.

Fast boot maybe I dont know I am hoping some one here does LOL