I had a similar problem as yours, and I used a webpage on my server to send the magic packet.
I used the code and WolAsp.dll from Depicus:
Wake On Lan for Active Server Pages
allows any IIS web browser with the
ASP interpreter to send a Magic Packet
to a remote machine
From their FAQ page:
Wake on Lan over the Internet (or why
is it such a pain in the ****)
"IP directed broadcasts are used in
the extremely common and popular
"smurf" denial of service attack, and
can also be used in related attacks.
An IP directed broadcast is a datagram
which is sent to the broadcast address
of a subnet to which the sending
machine is not directly attached. The
directed broadcast is routed through
the network as a unicast packet until
it arrives at the target subnet, where
it is converted into a link-layer
broadcast. Because of the nature of
the IP addressing architecture, only
the last router in the chain, the one
that is connected directly to the
target subnet, can conclusively
identify a directed broadcast.
Directed broadcasts are occasionally
used for legitimate purposes, but such
use is not common outside the
financial services industry.
In a "smurf" attack, the attacker
sends ICMP echo requests from a
falsified source address to a directed
broadcast address, causing all the
hosts on the target subnet to send
replies to the falsified source. By
sending a continuous stream of such
requests, the attacker can create a
much larger stream of replies, which
can completely inundate the host whose
address is being falsified.
If a Cisco interface is configured
with the no ip directed-broadcast
command, directed broadcasts that
would otherwise be "exploded" into
link-layer broadcasts at that
interface are dropped instead. Note
that this means that no ip
directed-broadcast must be configured
on every interface of every router
that might be connected to a target
subnet; it is not sufficient to
configure only firewall routers. The
no ip directed-broadcast command is
the default in Cisco IOS software
version 12.0 and later. In earlier
versions, the command should be
applied to every LAN interface that
isn't known to forward legitimate
directed broadcasts."
Quoted from Cisco.
I wonder if somewhere along the line, the packet's being blocked. You can try Depicus' WoL on the Internet page and see if the packet will reach your computer.