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As for not using the www.domain.com/ alone, my server for some reason takes the link to [domain.com...]
You need a starting slash to indicate that the URL with the domain name, otherwise it is resolved as a relative path--a directory within the current directory. In other words
"/" = "http://www.domain.com/"
"www.domain.com/" = "http://current_domain/current_dir/www.domain.com/"
If you link to /folder there will be an internal redirect from /folder to /folder/ in most cases, and sometimes [webmasterworld.com] a double [webmasterworld.com] redirect [webmasterworld.com] instead [webmasterworld.com].