You can set one of your custom hostnames as the canonical hostname for your application. This will cause all requests to any of your site's hostnames to be redirected to that hostname. You set the canonical hostname by clicking the "Hostnames" link under your application and selecting "Make canonical".
For instance if you've added a custom "example.com" hostname, you can select this as your canonical hostname and requests to example.apphb.com will be redirected to that url.
The redirect is a HTTP 301 Moved Permanently.
Note: While you can reset the canonical hostname on appharbor.com, be aware that your browser might have cached the permanent redirect. So if you're resetting it you should also reset the browser or use another one to verify that the redirect has been removed.