This is a problem because most browsers and websites assume that I forgot the WWW, and it's required to have it work correctly. I'll show you with the website I currently am having this problem with: Mario Paint Forums. That's the right version of the link, but when we add www., it 404s.
See the problem?
You need to amend your host file called hosts, which is on Windows in the folder ~\windows\system32\drivers\etc
Add a line like below
<ip address> www.mariopaintforums.ddns.net
And you should be good