How do I set up a sub domain like site1.domain.com?

How do I set up a sub domain like site1.domain.com with Domain Mapping? I have a WPMU in the root directory at anvoy.com. I have created a site "news" that is visible at "anvoy.com/news." Now I want to be able to enter news.anvoy.com and have that stay in the browser. I need step by step instructions on how to set this up at GoDaddy (where I registered anvoy.com), the Addon Domain in CPanel, and in the Domain Mapping plugin (because I think it defaults to sub-directories not sub-domains). Thank you!