Check
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\URL\Prefixes]
If there is NO data value entry for WWW, add HTTP:// as the data value.
ie: "www"="http://"
Note you can save the registry key first by:
On the File menu, click Export.
In the File name box, type SaveKey, and then click Save.
Or create a system restore point prior to editing.
Note: If the registry key is not there, you can simply create one by going edit>new.
http://support.microsoft.com/default.aspx?scid=kb;EN-US;322756
HOW TO: Back Up, Edit, and Restore the Registry in Windows XP
Disclaimer: Modifying the registry can cause serious problems that may require you to
reinstall your operating system. Use the information provided at your own risk.