you set the dns server to point the subdomain as a cname to the full FQDN (mydomain.nu) then add a virtual host to apache.
Code:
<VirtualHost 50.4.38.212>
DocumentRoot /mp3
ServerName mp3.thirtythreeandathird.net
ServerAlias mp3
DirectoryIndex index.php index.html index.htm index.shtml
LogLevel debug
</VirtualHost>