Subdomains on a Network

Hey guys,

I am trying to set up a wordpress network with subdomains.

For instance mysite.com

blog.mysite.com
stuff.mysite.com

The main domain works fine, but the other two show as cannot be found when I try to access them in the wp-admin panel.

I was able to successfully do this on a hostgator account, but for some reason I cannot get it working with a site that is hosting with godaddy.

Tried to troubleshoot with the godaddy people, but they were not help.

Is there a guide somewhere that is specific to godaddy?

Or, has anyone had a similar experience.

Any help is appreciated.