I have sites that respond to both definitions, with and w/o www, see collegeparkjudo.org and www.collegeparkjudo.org. First, you have to define it in your domain registrar's definition of your site. You should see a parameter for domain wildcards or subdomains or something like that, usually presented like *.yourdomain.com. Second, you have to have both aliases in DNN, yourdomain.com, and www.yourdomain.com. Third, you have to add both Host Headers to the definition of the DNN site in IIS, again, www.yourdomain.com and yourdomain.com.
That's what I did and it is working fine for me.
Also, bear in mind that having your site respond to both forms of the domain definition may affect your search engine optimization (I read that somewhere).
Carlos