sub domain

I've decided to create a new site to handle all of my advertising. I'm in the process of creating it still so I'm not going to put up the url yet. I want to make it a sub domain, but I'm still having a little trouble with that. My other option is to run it a completely separate site which I might do. The problem with running it as a subdomain, is that the domain name then freezes and as long as you keep navigating through links it will remain. That is completely unclear. What I mean is if you were to go to my.lopico.com and then from there go back to regular www.lopico.com, the address bar would not change, it would still say my.lopico.com. Maybe not the biggest problem, but I want to figure it out before I do anything with it. I kind of like the idea of having a separate site for advertising entirely though. It seems to separate the free part of LOPICO, which is just the basic listing from the pay part. I might end up just doing this, especially since I'm pretty fond of the name I came up with for the ad site, and don't know if I just want to mask it. I'm not sure which is better from a marketers standpoint, probably the mask. I think having the separate site has its advantages, but as far as creating brand awareness for LOPICO, I think I need to go with the mask. I guess I still have some things to consider.