This can typically be done at the registrar level. You can create a redirect that goes from site.com to www.site.com. The "www" is technically a subdomain. Google for instructions on how to do that with your registrar. For example, if you use GoDaddy, search "GoDaddy redirect to subdomain".
Also, if you have access to IIS, I think you can create a redirect from site.com to www.site.com.
If you really must do it from ASP.NET and you don't want to install a redirect module, you could modify your Global.asax and perform a conditional redirect (untested, so may not work exactly as shown):
Public Class Global_asax
Inherits System.Web.HttpApplication
Sub Application_BeginRequest(ByVal sender As Object, ByVal e As EventArgs)
If Not Request.Url.Host.StartsWith("www.", StringComparison.InvariantCultureIgnoreCase) Then
Dim builder As New UriBuilder(Request.Url)
builder.Host = "www." + builder.Host
Response.Redirect(builder.ToString())
End If
End Sub
End Class