You haven't given us a real URL to look at, to see if we have the same problem as you do. However, there should be no difference between the two addresses. Your browser should automatically fill in any missing pieces. You should even be able to use "mysitename.com" and have the browser fill in the "www" part.
This problem comes up some times due to your browser's cache. If "www.mysitename.com" was visited before it was active, your browser has possibly saved the error message page and is playing it back. Go to Tools --> Internet Options and delete your Temporary Internet Files. Then force a refresh of your browser (F5) using the "www.mysitename.com" address. This should force your browser to reload the data.
