URLs with or w/o the "www." prefix ... what's the scoop?

Check out these two URLs:

http://www.exposition.org

http://exposition.org

Here at my magazine, we’ve been trying to streamline the URLs we mention by dropping the initial “www.” So we would prefer to use the style of the second link above … but they don’t always work.

Why is that? Just to satisfy my own curiosity, why do some servers have no problem directing both “www.domainname.org” and “domainname.org” to the same page, but others get all screwy?

http://boards.straightdope.com/sdmb/showthread.php?threadid=162556

gracias. I googled it before I asked here, but you can imagine how many kajillion useless hits I came up with after querying “url without www.”