Its either setup to forward your domain to another domain at the Registrar, Server, or Site, or Page level.
Registrar would be Godaddy or Verisign for example.
Server could be something in a config file to redirect traffic.
Site, would probably be via a root level .htaccess
or Page, might be something like index.html which has a Redirect 301 bit of code in it.
So basically exactly what ozzy47 said!