subdomain file name showing in URL?

I am sure I have seen this problem on here before but can't find it.

I loaded my first store up with no problems then decided to add another store on the same server with a new URL, but this time the name of the storage file on the server is in the URL of the site, and I have tried removing it and installing the site again and again but it comes up 404 if I do.

I am wondering could it be due to the sub domains coming from the same name, None of them are being used yet, as I am working on the store before starting on the other sections of the site

I'm sure I have done something wrong and it is probably something stupid but can't figure what, so any help would be great.