WordPress MU

I want to install the Wordpress MU in the directory

http://www.mysite.com/wpmu or http://wpmu.mysite.com

and want him to create subdomains's blog

http://one.mysite.com/wpmu
http://two.mysite.com/wpmu

or

http://one.mysite.com
http://two.mysite.com

Put MU here:
http://mysite.com/wpmu

and you will get:

http://one.mysite.com/wpmu
http://two.mysite.com/wpmu

Make sure to pick subdomain option on install - which is chosen by default anyway.