It's one of two things. They either dno't have their DNS set up for it or they don't have their webserver set up for it. In the first case, you need an A record for exampe.com and it needs to point to the same place as www.example.com. (alright, you can do it with CNAMEs or wildcard A record, but that's the gist.). In the second case, it's common to set up a virtualhost in apache for www.example.com but forget to do it for example.com. You can fix thsat with a serveralias line.
Hope it helps.
bill
8:53 am on Aug 9, 2002 (gmt 0)
We had an interesting discussion on the pros and cons of the www-less URL....here [webmasterworld.com]