For a site in linux hosting, where can I configure that if my website is intended to be accesed without the “www”, be redirected immediatly to the one with the “www” ?
you can create .htaccess file in root of your domain with following lines :
Options +FollowSymlinks
RewriteEngine on
rewritecond %{http_host} ^domain.com [nc]
rewriterule ^(.*)$ http://www.domain.com/$1 [r=301,nc]
Just replace domain.com to your actula domain name.
Most people I have seen that want to do this implement it in code as the most reliable way.
Or for linux do what Deepak said 
Since replied at the same time, his example is more useful.
Thank you !!
I have another little question on this topic.
I’ve just moved my forum to www.mysite.com/foros/
I don’t want nothing on the root since I will install another CMS later that I want to be the root. So, this is where the forums will be since now on.
I tried to modify the .htaccess file to now redirect to this subdirectory, but I got something like www.mysite.com/foros/foros/foros/foros/foros/etc , etc.
How do I do this ?
I did this and seems to work :
Options +FollowSymlinks
RewriteEngine on
rewritecond %{http_host} ^mysite.com [nc]
rewriterule ^(.)$ http://www.mysite.com/$1 [r=301,nc]
RewriteCond %{REQUEST_URI} !^/foros/
RewriteRule ^(.)$ /foros/ [r=301,nc]
Yes, this is the correct way of creating redirection.
Previously you created a looping redirection .