How to create SubDomains like "subdomain.domain.com"

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I have a cPanel Linux Hosting and It allows me to create SubDomains. But they are just redirections. Eg: "subdomain.domain.com" Will be redirected to a folder (say home/subdomain/ ) which we can set in hosting cPanel. When we type "subdomain.domain.com" in address bar it will change to "domain.com/subdomain/" I need to make subdomains which retain their form "subdomain.domain.com" in the address bar. Eg: tripod and bravenet hosting. Typing "username.tripod.com" will remain the same in the addressbar. Similarly "username.bravehost.com" also. But cPanel hosting does not have this feature I think. Please help me how to make a subdomain retain its subdomain.domain.com format in the addressbar. Does it need any additions in the .htaccess file or any other method? Please tell me.