Where are your namservers? Do you use Godaddy's nameservers, or your web host's nameservers?
Either way, on the nameserver, you've gotta set up the WWW. Make a new subdomain, named WWW, and point it at your main website.
For example:
http://gamium.org/
My game review website, as I set it up.
http://www.gamium.org/
Points to the website now.
BORING TECHNICAL INFO:
The domain name (i.e. "gamium.org") denotes a group of servers. Each server has it's own host name, say "mario." I can attach mario to gamium.org thusly:
mario.gamium.org
Back in the wild west days, you'd have a special server in your group of servers for www traffic. And you'd name it "www". Therefore:
www.gamium.org
Nowadays, most people just put their World Wide Web server as the main server of their domain, like I do, and therefore, there isn't a "www" server. So you have to put in a fake entry to point back to your main server.