How do I set my DNS entries so I don't have to have www in front?

I have Server 2008 and I want to access my web site without having to use www in front.  CNAME won't accept a blank entry (http://mydomain.com), when I try I get an error of "A new recored cannot be created.  An alias (CNAME) record cannot be added to this DNS name.  The DNS name contains records that are incompatible with the CNAME record.".

The only things I have I have associated with CNAME in my domain name is my exchange, my AD as name server, and my web box as www referencing it's internal name.
Dr_FoxAsked:
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Toni UranjekConsultant/TrainerCommented:
Hi!

Create A (host) record for your domain: mydomain.com -> IP?

HTH

Toni
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anubhavsharma18Commented:
Create a A record and in host name type *
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Dr_FoxAuthor Commented:
Ok, I can see that I have further information I need to share.

My web box is a forward facing IP in a DMZ.  When I tried to create the A record, it tell sme that there is no associated Reverse lookup Zone entry for the external IP.  Is it safe to create a Reverse Lookup Zone for this external IP address?
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Dr_FoxAuthor Commented:
When I don't select for a PTR record to be created and just have * for the name and the IP address of my web box, I am still unable to access my http://mydomain.com 

Thanks for your patience
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Dr_FoxAuthor Commented:
Ok, so I over complicated things, probably a common problem.  I created the Host A record and unchecked the PTR, waited a few minutes and from an external connection was able to get access.  Now I just need to figure out how to make it so internal clients can get to the same http://mydomain.com location.
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Toni UranjekConsultant/TrainerCommented:
Is there a difference between your internal and external namespace? Which DNS do internal clients use? Can you explain what do you mean by external connection?
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Dr_FoxAuthor Commented:
The DNS my internal clients use is my AD servers for those that are on my local network.

The external connection I was talking about was I connected to our site via an independant internet connection.  So, when I'm connected from a normal internet connection (Not internal) I am able to get to http://mydomain.com but when I connect through my internal network (10.1.1.0 or whatever) that http://mydomain.com just points to my DNS server instead of my web server.
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Toni UranjekConsultant/TrainerCommented:
Internal and external namespace are the same?

What is internal IP of your web server? Which IP you get if you run "nslookup mydomain.com"?
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Dr_FoxAuthor Commented:
The web server is in my DMZ and has an external IP only so no internal IP.

My internal and external namespace is the same, when I type nslookup mydomain.com I get the following.
Server: ad01.mydomain.com
Address: 10.10.10.33

Name: mydomain.com.mydomain.com
Address: External IP address.
mydomain.com.mydomain.com

Sorry, I'm feeling like a noob.
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Dr_FoxAuthor Commented:
Actual real nslookup is below.

Server: ad01.mydomain.com
Address: 10.10.10.33

Name: mydomain.com.mydomain.com
Address: External IP address.

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Toni UranjekConsultant/TrainerCommented:
Did you remove wildcard (*) record?
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