My assumption here is that you are trying to set up a subdomain so that you can use that as your default site instead of www.
For example instead of going to
http://www.somedomain.cx/ you want to go to
http://sub.somedomain.cx/ and have that be your whole site.
When you say you 'click on something' that leads me to believe that you have coded your domain into your links. For example on a page you probably have code like:
<a href='http://www.somedomain.cx/page2.html'>link</a>
If you look in your code and this is the case, you can get the behavior you want by using relative links and coding the above like this instead:
<a href='/page2.html'>link</a>