That's a common configuration that I see a lot of admins do who should know better.
Since the DNS system treats
and mydomain.com as two separate hostnames, you must setup two entries in your dns config for them both to point to the same place. I'm guessing you just have an A record setup for
pointing to your IP. You could technically just add another A record for mydomain.com but a CNAME is the more accepted practice.
CNAMES are basically aliases and it's better to use them because you only have to change one IP if your address changes.
Here's an example:
mydomain.com IN A 10.10.10.1
www IN CNAME mydomain.com
ftp IN CNAME mydomain.com
mail IN CNAME mydomain.com
stats IN CNAME mydomain.com
For large zones, it's easier and you're less likely to make typos if you use the CNAME records as one IP change updates them all.
Hope this helps.
GJ