You need to expand the network adapters and then you have to go to the properties by clicking the right button. There will be power management where you can disable the wake-up feature.
Something is wrong on your computer then. When f.lux is installed, it places an entry into the Registry that makes it start with Windows. This means that when Windows starts up, you should see the f.lux icon in the Notification Area. Depending on the time of day or your "wake up" time, you might even see a warm color.
I have to say that @herf, you're a busy programmer, to have time to create multiple fixes for different windows builds, add interesting additions to the "outdoors" section of fluxometer and live your life. I don't think I can manage my time this well.