Because CloudFlare works through CNAMEs, CloudFlare cannot be enabled on the root domain, which is an A record. If you would like to use CloudFlare to accelerate and protect traffic going to the root domain, you must add a redirect in the .htaccess file to 'www'. The "root" domain would be http://mydomain.com instead of http://www.mydomain.com
As a reference, here is one example:
RewriteEngine On
# Rewrite added for CloudflareInstall - mysite.com
RewriteCond %{HTTP_HOST} ^mysite.com$ [NC]
RewriteCond %{SERVER_PORT} ^80$
RewriteRule ^(.*)$ http://www.mysite.com/$1 [R=301,L]
