sub-domain site redirecting to main site home pag

I have installed the plugin. No errors and no crashing. Great thus far. And more good news. I was able to go to setting and assign user level. Great.

Now, go to the main site navigation menu and click on a menu item to go to sub-domain.mysite.com. I can see the url load into the Browser but the it reverts to the main site mysite.com The sub-domain page does not display.

Help please?