Ok, so say you want everyone who goes to domain.com to be magically redirected (in a search engine-friendly manner) to www.domain.com. Lots of reasons you might want to do this, but most relate to analytics. Google has a handy guide just for you.

In short, though, you’re setting your web server to 301 (permanent redirect) all requests to certain domains over to the preferred domain. Doing it as the server level means you don’t have to do it at the script level (no PHP or ASP scripts doing redirects here). Check out the article for specifics.