I was also having this problem, this how to sort it:
Don't bother messing around with the CNAMES instead, set-up forwarding, and set it to forward to your domain including the www.
So if you type in: yourdomain.com, it will automatically forward to
http://www.yourdomain.com
This also works if you enter a full URL, such as yourdomain.com/site/page.html, will automatically forward to
http://www.yourdomain.com/site/page.html
This worked for me.