I asked my provider (NetworkSolutions) to setup a CNAME to point blog.mydomain.com to myblog.wordpress.com. The redirection does not work as expected: instead of redirecting to my blog, the redirection points to the wordpress home.
I checked with network solutions and they say everything is fine on their end, and there may be other requirements on the wordpress side (e.g. declaring an IP address).
When I try to add a domain 'blog.mydomain.com' in wordpress, it says that the redirection from my provider is not enabled.
How can I solve this issue? Thanks in advance for any pointers.