To do this in Magento, you should edit the .htaccess file which is in the magento root folder. For SEO and usability purposes you may want to redirect your visitors to open your site only through www (http://www.yourdomain.com).
How to redirect Magento to open through www
1 ) Once you do this, save the .htaccess file and log in to the administrative end of Magento. Then go to the System > Configuration menu and from the left panel click the “Web” button. Unfold the “Unsecured” set of options and change the “Base URL” option from http://yourdomain.com to http://www.yourdomain.com.
2) To do this in Magento, you should open the .htaccess file in the folder where your Magento is installed. In it locate the RewriteEngine on line and right after it add the following lines:
RewriteCond %{HTTP_HOST} ^yourdomain.com$ [NC]
RewriteRule ^(.*)$ http://www.yourdomain.com/$1 [R=301,L]
Once you do this, save the .htaccess file and log in to the Magento admin area > System > Configuration menu and from the left panel click the Web button.
Unfold the Unsecured set of options and change the Base URL option from http://yourdomain.com to http://www.yourdomain.com.
Save the changes and your Magento will start working through www.yourdomain.com only!