Don't listen to them that you must have your keyword in the domain name because it's not a must proof ? www.mediafire.com ranks #1 for keyword file host www.zeropaid.com ranks #2 for the keyword file sharing www.dotcombuilder.com ranks #1 for the keyword turnkey websites www.flickr.com ranks #1 for the keyword photo sharing There are many examples if you search for keywords that you usually search everyday my point ? Don't be upset when you find the domain of your keyword is taken although there are many labels that you can stick into any keyword to get a nice domain name with the keyword included
It can help, but no, it's definitely not important. I think of those types of sites too when I think about keywords in url's.