Having url's with or without 'www' hardly has any impact. But the search engines see the two url's as different pages and your link equity gets split between them. You really need to forward one version to the other to prevent this.
Hello, I also like to use www.domainname.com. If we are using linux hosting then we can redirect domainname.com to www.domainname.com but when we used windows hosting then what we can do, do you have any idea??
Makes absolutely no difference from an SEO perspective... none. Which you pick is totally up to your preference... what you think sounds good... what rolls off the tongue better... what you think will be easier for your consumers to remember... The key is to pick one version (www or non-www) as the canonical URL and 301 redirect requests for the non-canonical to the canonical version. This will prevent canonicalization issues which lead to duplicate content and split link equity/split page rank.
Make sure search engines do know that domain.com and www.domain.com are the same. Google offers an option on webmastertools. I don't know with other search engines.
You need to do this by 301 redirection if at all possible (for instance, using Mod Rewrite/.htaccess files) to insure ALL search engines know your canonical URL. You can also set it in Google WMT but it's really not necessary if you have solved canonicalization problems properly with 301 redirects. If you choose www as your canonical ("preferred") URL then 301 redirect all requests for non-www URLs to the www canonical version of the URL. If you choose the non-www as your canonical URL then 301 redirect all requests for www URLs to the non-www canonical version of the URL.
As far as a web browser is concerned, it makes absolutely no difference which version you choose to use, as both will work. Regarding your link building strategies, this is where the difference will be seen. Google doesn't rank sites, it ranks URL's. So, this is what happens when you're inconsistent: www.yoursite.com - 300 links yoursite.com - 400 links Clearly your site has 700 backlinks that you've worked hard to get. When Google looks at these links though, it doesn't see 700 pointing to the same site, it sees 300 for one, and 400 for another. This dilutes your link building work. This can however be solved with this .htaccess rewrite code. You can read more about the redirects here: http://www.webconfs.com/how-to-redirect-a-webpage.php
canonicalisation issue is by far the most common tech seo error being made, splitting link juice and can give you duplicate worries. www or non-www don't matter, but pick one of them. then re-direct non-www (or vice versa) and index.html, index.phpm default.asp whatever to your canonical chosen url.