Some browsers have a habbit of trying to prepend a short name with www after failure to connect.
A DNS server doesn't do this. Also verify that your server doesn;t send you a redirect (webserver configuration) to the other URL, or some Javascripting from people that thing www means it's a web server...
In either case it has to do with how a server responds to a query.
You could use a tool like curl (
http://curl.haxx.se) to debug this type of trouble.