wake on lan ubuntu 9.04

[Pieter Donche]

I have a dual boot PC (64bit) (WinXP3/Ubuntu 9.04).
There is a problem with Wake-on-LAN.

If the PC was last booted into Windows, then shut down, I can send
a Wake-on-LAN and the system will boot. 
If the PC was last booted into Ubuntu, then shut down, the 
system does not respond to a Wake-on-LAN.

I tried what is explained in ubuntuforums.org/showthread.php?t=234588
  vi /etc/init.d/wakeonlanconfig
   #!/bin/bash
   ethtool -s eth0 wol g
   exit
chmod a+x /etc/init.d/wakeonlanconfig
update-rc.d -f wakeonlanconfig defaults

retried, but same situtation (windows OK, ubuntu not)

What is going wrong and how to remedy?