Is there anyway i can add a sub domain through php, like i have a domain name say, www.mysite.co.uk redirected to my home server, well i want a subdomain.mysite.co.uk

so in peusdo,

header(location: subdomain.mysite.co.uk);

which wouldn't make any sense as it would have to do a dns lookup for that url. Thing is i've registered a domain name but can't seem to add any subdomains for it, dont think they support it though not clear at all, no tech support for that section, so thought i could 'hack' one.
?