auto redirecting subdomain to default domain?

I’ve configured my blog to default to http://www.mydomain.com/blog/
And I have multiple subdomains that points to my blog:
mydomain.com/blog/
mydomain.info/blog/
http://www.mydomain.info/blog/
mydomain.org/blog/
http://www.mydomain.org/blog/

But I notice something really strange.
Out of the urls above, only mydomain.com/blog/ gets redirected to http://www.mydomain.com/blog/

I would prefer to have no auto-redirection.
How do I make mydomain.com/blog/ remain at mydomain.com/blog/ ?