Creating a Sub Domain

Hi, I've grasped from another thread that when creating a sub domain I use a redirect script:
"The following is a sample script that you can use to redirect a subdomain. You will need to place it as default document on your document root."
(http://support.discountasp.net/KB/a369/how-to-redirect-a-subdomain-to-a-subdirectory.aspx)

So here is my question... What do you call the redirect file? If it is Default.aspx then the original domain you use for the hosting will also have to become a sub domain as that itself uses the Default.aspx file in the root.

(Needless to say I've tried the script and its failed... But the files are accessible via mydomain.com/sub-domain-extension/)

I'm new to asp, I've previously used linux servers where the control panel does all the work in creating and linking sub domains. I thought I'd advanced with ASP, but it seems I've took a backward step?!

I've also noticed that the files in the extension directory don't function properly. But let's take one step at a time. I'll start with just setting up a sub domain.

Has anyone got any help?