|"without allowing pinging"|
I believe is set in the BIOS its self not Windows but I have noticed that some BIOS do not support advanced settings for specifying what will wake the computer. You can get around this by setting either your software firewall or you hardware firewall to block ICMP.
Also note that not all NIC Driver's support power management features for Wake On Lan and the Power Management Tab will not appear and others will have more features than another.
One last think to note is if you are using Wake on Link then services like GotoMyPC and LogMeIn will constantly wake the computer. I am currently having this problem with my computer at Home. I want it to goto Standby and wake when I try to use LogMeIn to remote in.