Please help,

I have a .co.uk website on which I would like to have individual,
customised pages for users.  I have worked out that it is quite easy
to create unique URLs for customers by simply creating directories and
letting ASP do all the hard work for me e.g.

www.mydomain.co.uk/user1
www.mydomain.co.uk/user2

However, I have seen on other ASP websites, that they have used what
could be described as a more user friendly way of doing things, by
creating individual sites like...

www.user1.mydomain.co.uk
www.user2.mydomain.co.uk

I don't know the correct terminology to go looking for how this is
done, can someone please point me in the right direction, or
preferably (if you have the time), say exactly how this is achieved in
easy to understand steps???

Thanks in advance for any help.

Mark