Subdomains do not work properly

I have recently purchased a new domain from godaddy, and I added it to my EHCP control panel. I can easily view the original web page. When I added a subdomain, it processed as is everything was ok, and that I would "have my subdomain ready in a few seconds." I go to try it, and it doesn't work. I assume it may be a hosts problem, so I try it in 2 different proxies, and still, they returned nothing. Any ideas? What should I do?

make sure you are using "your server" as "dns server"
or
you redirected all subdomains from godaddy to your server.

how should I go about doing this?

I use EHCP =)