You should check your .htaccess file at the root of your domain. To remove www. you could add something like this:
RewriteEngine On
RewriteCond %{HTTP_HOST} ^www.example.com$ [NC]
RewriteRule ^(.*)$ http://example.com/$1 [R=301,L]
Alternatively, it could be a setting from your web host’s panel. For example, DreamHost has the option to add or remove “www.” from urls on a per domain basis. I would imagine this per- domain setting via your web host would take precedence over .htaccess although if someone knows more about that, please chime in.
Your web host may be set up a different way so it wouldn’t hurt to check with them to see if there is some setting(s) you are unaware of.
While this post by Paul Lund explains how to ADD “www.” the overarching message is to make sure your links are consistent:
http://www.paulund.co.uk/add-www-subdomain-to-all-urls-using-htaccess
Personally, I remove “www.” — I think people are familiar enough with seeing the domain without it.
It sounds like you have done that in the database so that points to either a .htaccess directive or something in your server configuration.