This is quite simple to do in Apache with your .htaccess file (if you don't have a .htaccess file in your web root, you can add one).
The following is what I use on my site to accomplish this:
# Allow Re-Writing
RewriteEngine on
# Redirect non-www URLs to WWW
RewriteCond %{HTTP_HOST} ^corthell.net$
RewriteRule ^(.*) http://www.corthell.net/$1 [QSA,L,R=301]
Simply replace "corthell.net" with your domain on the two lines that it's mentioned, insert into your .htaccess file, and upload to your server.