Every time i put http://www.zone.com on my browser it changes to http://zone.msn.com/en/root/default.htm. I can't access the http://www.zone.com page. I've seen this trying to access other sites also. Why can't I access http://www.zone.com?
It's on purpose. To be absolutely strict about it, there is no http://www.zone.com. Just like there's no http://www.hotmailtips.com.
But they both take you somewhere. On purpose.
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What you're seeing is called "redirection". The MSN Gaming Zone owns the domain "zone.com", but all the content for that is underneath the "msn.com" domain. So when you visit try to visit "zone.com", which is pretty easy to remember, you are automatically redirected the correct location for its content. In the Zone's case, that's a fairly long URL that's more difficult to remember.
In fact, the page you land on may be different for different people. See "/en/" in the resulting URL? That stands for "English". I'm guessing that if you visit zone.com from an IP address that can be located in a country for which the Zone has a native language site, you may get redirected to that site instead, with a language code different that "en".
One short, easy to remember URL that takes you to "the right place", whatever that might be.
I do the same thing. If you listen to my podcasts, for example, I refer to my site as "askleo.info", because it's easier to remember and understand audibly. But if you actually go to that URL, you'll quickly be redirected to "ask-leo.com", the URL I've chosen to standardize on.
Similarly, the domain "hotmailtips.com" redirects you to my page of Hotmail related articles. You'll never end up at a page that's actually at the hotmailtips.com domain, because there are none.
There are several ways that webmasters can implement redirection including special DNS entries, something called "URL rewriting", and even "meta refresh" tags in the HTML of one page that say, effectively, "go display that page over there, instead".
In all cases, when done properly of course, redirection is simply another tool in the web site designer's arsenal for managing their domains, their sites, and their content.
Related:
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Ask Leo! - Does IIS Support URL Rewriting?
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Apache - URL Rewriting Guide
Article C2620 - April 14, 2006