I'm not sure how you set them up, but for example if your web address is currently
www.mycompany.com and you wanted to have crm.mycompany.com you would need to set that up however you would normally do it and then set the web server to forward you to the CRM address. CRM does not install into it's own full site, it installs as a virtual directory under a site. So there is no getting away from URL's like:
crm.mycompany.com/installn
ame/eware.
dll
Our external address is set up via port forwarding for example:
crm.mycompany.com:8080 which redirects to crm.mycompany.com/crm/ewar
e.dll
Lee