Why can't I access my site with a WWW. prefix?

For some reason I cannot access my website with the www. prefix.

This is what my current DNS records look like:

example.com      A   192.0.2.99
www.example.com  A   192.0.2.99

Could anyone help me, I am pretty new to this whole DNS business!

Just for clarification, I can access the website without the www.

I can also access the website successfully with the .www prefix when adding the domain with the .www prefix and IP address of the server to my local hosts file.

We need to know much more about your environment to troubleshoot this effectively, but you can narrow it down (DNS vs. other) using a hosts file. Add both names, with and without the www., to your hosts file, ping them both to make sure they resolve correctly (the box may not reply but the ping program should spit out an IP address), and then navigate to them in a browser and see what happens.

By the way, you probably need to close and reopen your browser windows so the browser picks up the new DNS info.