Windows 2000 domain model / DNS Server

Has any body encounter this problem:

First of all you have a system that is running windows 2000 Server. Installed ared DNS Server, DHCP Server, WINS Server, IIS 5, and is working properly, The name of the computer is mailsvr and in the installation you put that your domain is anydomain.com. You have a fire wall, and a router and a DSL Connection, all clients are configured to a certain DNS IP Address that allows them to Browse the net.

Now, when they run IE and type “www.anydomain.com” it works fine but when they type “anydomain.com” it defaults to the IIS Local Intranet site.