Best way to set up Wildcard sub domain DNS?

Have tried setting up using two different methods could not get ether to work possibly because both may have been in conflict with each other or lack of .htaccess (as if I would even know what to place in the file).

Have deleted both methods and would like a fresh start.

Currently using New Blog Template as a tool for developing MU in the sub folder directory format some items did not carry over as well as I would have liked found it hard to find the advanced screen during template design to add the necessary tables.