Anyone know why...?

[#1]

...If I type, say, whsmith.co.uk into the address bar of IE7 it never seems to load the relevant page but typing www.whsmith.co.uk does?
This doesn't happen for all .co.uk sites as typing bbc.co.uk works just as well as www.bbc.co.uk.

[#2]

on Firefox I just typed whsmith  dont think I have used it before and it found it OK

[#3]

As pierre_pierre says, some browsers will complete the address for you. But generally, using 'www' at the start of a web-server's domain name is just a convention. The site owner does not have to use it, they can leave it out or use any other text.
If a site works without 'www' or with something else instead of 'www', it's because they've set up their DNS and/or network routing to detect that their network is receiving web traffic, which is then directed to their web-server(s).

[#4]

It's because whsmith haven't configured their DNS/web servers correctly:

C:\Documents and Settings\John>nslookup whsmith.co.uk
Server:  localhost
Address:  127.0.0.1
Non-authoritative answer:
Name:    whsmith.co.uk
Address:  194.176.201.195
C:\Documents and Settings\John>nslookup www.whsmith.co.uk
Server:  localhost
Address:  127.0.0.1
Non-authoritative answer:
Name:    www.whsmith.co.uk
Address:  62.73.143.120

Note that they are pointing to different addresses. Tracert shows they are on completely different networks. I suspect they've moved their website and forgotten to update some of the DNS entries.

[#5]

I suspect you're right, however there's no absolute requirement that a domain name with the host part omitted has to point to a web-server.
It might be poor practice, but could they also have a valid reason for having similar DNS entries point to different networks?
(I'm thinking of the occasions where a business may use a third-party for web hosting, but may also need access to their own network via the internet for other purposes. It would be sensible to use different domain names for something like that, but nobody is going to force them to do so.)

[#6]

A common convention is to include in the DNS zone file a line of the form:
www.domainname.com. ;   IN CNAME  domainname.com.
which translates any reference to www.domainname.com into a reference to domainname.com which is, in turn, then looked up
But as alanb says, using a www prefix is only a convention, albeit a strongly followed convention