I have sub dir, but example shows sub domain

In the set up example for domain mapping I am a little confused about the part in setting the A record. In says to enter name testsite.domain.org which is a sub domain. I have a sub directory which http://www.mydomain.com/client.

What should I enter into this name input? I have tried http://www.mydomain.com/client. but it says that http://www.mydomain.com is already reserved. I dont think putting in client.mydomain.com would work as this has not been created.

Thanks