Humm, If I read this correct.... You wake up and see a blue screen AFTER you have turned you computer off?

If so, I would think that your computer bios has a Wake to Lan, Wake to modem, or another Wake setting that is turning you computer on while you are asleep.

Go into the bios by hitting the DEL key when you boot up the computer. Look for anything in the bios that has Wake to Lan and disable it. My guess this is the culprit because the other Wake to settings probably wouldn't do it.