My blog is hosted on a subdomain to my main site, so there should be no real difference in how you'd set things up. Sub-domains, in most cases and as far as PHP is really concerned, are mere directories on a hosted account. For me it works like this: I have a subdirectory for my main site (www), and one for my blog's subdomain (guff). To provide the full directory path on the server to my blog's directory and wp-blog-header.php, I changed
in the various syndication files to
It's all about starting the path from the root of the server. From there you just need to provide the rewrite rules, unless you have no problem pointing directly to wp-feed.php or the feed-specific files.