DNS instalation issue

Hey,
I have an install problem.
When i do the create network part of install, i get the error “Warning! Wildcard DNS may not be configured correctly!” etc…

I have checked the wildcard * is ok. ( anything.mydomain.com redirects to mydomain.com)

When i try to make a site, it shows in the admin pannel that the site has been created, but it doesnt create the site.

Any ideas? thanks