multiple sites not created

I updated to 3.0.1 and wanted to use the multiple site feature.
It’s installed on my domain http://www.mydomain.com and everythiung went fine. I have the Super manager (I’m not sure if this is the correct term as I use the Dutch version). I create new sites in the network (e.g sub1.mydomain.com, sub2.mydomain.com, etc. – I create the subdomains in teh Cpanel) and I receive an email that the new site is made and that I can lopin. However, no site is being created at all at the subdomains and if I follow the link to wp-login I get an error.

I keep puzzling… What can tell me what I do wrong or what I am forgetting?

Thanks!