It depends on how it's set up. Right now you have it redirecting to a directory on your server, instead of a true subdomain with it's own document root. Do you have CPanel on your server? If so, go to your Subdomain administration, click on Manage Redirection for the subdomain you set up, and click Disable Redirection. I've got several sites that do exactly what you're saying, and they're all set up the same way.
jW