Change WP Installation location

Hi,

When I installed my wp one year ago, I put it in the directory, for example: http://www.mengyer.com/blog/

and copied the index.php and the permanent link file to the root directory (So my website is just my blog)

However, recently I registered an subdomain, ex. blog.mengyer.com (And use my root directory as an welcome page that integrates other pages)

I changed the permanent link as directed by wordpress, but I found that I could not change my wordpress installation directory, which is /blog/. Is there any way that I can change it to my subdomain as well?

I am asking this question primarily because I have a sidebar login in the index page, and since I activated the subdomain, it failed to log me into the Dashboard, and I have to double-login.

Thanks in advance!