There are a few possible problems here.
SERVER SETTINGS:
Your web server needs to be configured to except the www. alias.
I am not sure how you do this via plesk but I would suggest checking your apache and dns settings to make sure they are both configured to handle both example.com and www.example.com
in Apache you can do this in your vhost section with the following statements
ServerName example.com
ServerAlias www.example.com
MAGENTO SETTINGS:
You do not need to modify your htaccess from the default provided by magento as it will accept both www.example.com and example.com.
Magento will however rewrite the URL to what ever is set in the following database table.
core_config_data
under path
web/unsecure/base_url
and
web/secure/base_url
So both addresses will be able to get to your store but one needs to be the default and magento will always rewrite the url to be that one.