The problem is most people think that www is part of the domain name. As Gizmoi says it is just a sub-domain - personally I think it is one of the big mistakes of the internet and should never have been included.
Why? Because if you have a genuine sub-domain of say
http://news.bbc.co.uk people will try to put www. before it, simply because 'all websites have to have it - don't they?'
Maybe a better option is to redirect all
www.domain.tld requests to domain.tld.
