You can simply configure a .htaccess file to do a 301 redirection to the www subdomain.
Like this and this.

You know that's how I prefer to do it, I've done it that way for ages and then a while back was told by then fellow support staff that setting the www or non www in the Redirect Domain Whitelist was the preffered method. Guess what though? Some stull receive the error "Invalid Redirect URL" when logging in doing it the "preferred" wat though so keep reading ;) :p.

AdminCP > Settings > Options > Site Name / URL / Contact Details > *Scroll to find Redirect Domain Whitelist

Enter in the one not the primary i.e. if your URL for the site on that same page is www.site.com then enter in http://site.com in the whitelist box and save, if you use http://site.com then in the whitelist box enter in http://www.site.com and save it's one or the other.

Now I still use .htaccess to do this instead of the whitelist ask me why? Despite all the hub-bub around this and the "correct" way to do it being whitelist or not I still see forums and owners who come to me saying "Mike I did that but I'm still receiving Invalid Redirect URL when I login" but everything online including forum and ticket support is telling me that doing the whitelist *should* fix it but it didn't what can I do?" well you can now do what Dave above mentioned and use .htaccess and you won't run into one single issue nuff' said ;).

Edit: Also just to note, this is an issue that can also arise IF your session_timeout is set too high OR if you've recently setup a test site and the cookies were not renamed (cookie value in config i.e. bb is default) then when you login your live site and test site at the same time it will automatically log you out of one when into the other based on cookie.