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Links to your domain without the www prefix will not harm you, but neither will they do as much to help the PR of the www version of the url.
If you have the same content available at both addresses, and normally use the www address, then sites pointing to you without the 'www' will be counted for your www PageRank if the two addresses were identified as by Google duplicates and merged.
You can check the Google cache for each URL to see if Google merged the records. The "This is G o o g l e's cache of ..." line will be the same if they are merged.
If they're not merged, then I would suggest a 301 status HTTP redirect (if you control your hosting) or the BASE href approach mentioned by Black_Knight.