You can do this a couple of ways, depending if you run your own dns. I am assuming that you are, and it is windows dns. If you want only one record, you can just create an A record(Host record) for support.mydomain.com and a
www.support.mydomain.com and use a host header on the web page to have it come in. If your mail server is going to be the same for mydomain.com and support.mydomain.com, you dont have to do a thing. If it is different, you may have to add a MX record for support.mydomain.com to point to the right mail server. If you have more then one record, you can create a new dns zone, support.mydomain.com and in mydomain.com create a new NS record and point it to your support.mydomain.com. This is delegated. Both work. Its hard to explain, let me know I can send you a few pictures if necessary