My computer ~always~ comes on when you plug in, or even move, the power cord... always has. It's a pain when you're moving computers and don't want it on yet, but it's always been this way.
Heh.
Maybe I should wave some turkey feathers over it.
Check the quality of your electrical ground. A poor ground can send a small spike through your AC, which can be interpreted by your PC power supply (which always has a tiny portion of itself awake) as a power on/off signal.