I have set CNAME of my sub domain below:  
blog.mydomain.com 
to my wordpress that installed in folder /blog/ under root directory. 
Formerly I need to use this url to call wordpress:  
http://blog.mydomain.com/blog/ 
which is ugly. I have tried many code to redirect:  
http://blog.mydomain.com/ 
to the folder so I can use it as my wordpress url. 
Finally I got .htaccess setting that is work:
    RewriteEngine On
    RewriteCond %{HTTP_HOST} ^blog\.mydomain\.com$
    RewriteCond %{REQUEST_URI} !^/blog/
    RewriteRule (.*) /blog/$1
I have also CNAME other subdomain: http://forum.mydomain.com to mybb installation in folder /forum/mybb/ so the .htaccess need to put [L] on each of RewriteRule code as below.
    RewriteEngine On
    RewriteCond %{HTTP_HOST} ^forum\.tophyips\.info$
    RewriteCond %{REQUEST_URI} !^/forum/mybb/
    RewriteRule (.*) /forum/mybb/$1 [L]
    RewriteCond %{HTTP_HOST} ^blog\.tophyips\.info$
    RewriteCond %{REQUEST_URI} !^/blog/
    RewriteRule (.*) /blog/$1 [L]
In case you want to use the code please don't forget to set the site url and cookie path in the application config file follow to the setting to make the redirection work properly.