Even when I type www.mysite.com it lands on http://mysite.com. Is this a big deal? How do I change that without changing all my file directories and screwing up the site. Thanks
its a good thing. It means there is a redirect from the www. subdomain to your main domain. In terms of SEO, this means Google and the other search engines won't think you have two sites (because the Search Engines, look at www. as a separate site). In terms of usability its also a good thing. Why should you users have to type www? www. is outdated because all modern web browsers no longer need it.
This happen because you redirect www to non-www, this is good in SEO By the way, you can also change the redirect too if you want, just redirect non-www to www but both of them are actually no different
Without www is preferential to users and search engines. Links pointing to your www will redirect to corresponding non-www domains.
I have several sites without the www and they do great. So it is nothing to worry about, just be sure to build links to the site exactly how it appears. So if you have www.mysite.com build links to www.mysite.com. If you have http://mysite.com build links to http://mysite.com.