subdomains redirect to Virtuamin's default domain

Hi,

Is it normal that the subdomain created in Address Records redirects to the Virtualmin Server's default domain or am I doing something wrong? It means that if I create a record such as m.mydomain.com with server's IP address, the web requests to m.mydomain.com redirect to the default domain as defined in Website Options. What I want to achieve, if possible would be to see all web requests made to any subdomain of a particular domain to end up with its own main domain. I hope that makes sense. Thanks for your advice