For anyone looking to setup a rediret from a subdomain to a main domain, the best way to do it is using the .htaccess file. Goto the root directory for your subdomain, enter the following code into the .htaccess file…

(Obviously changing blog and yoursite to whatever you need.)

RewriteEngine on
RewriteCond %{HTTP_HOST} ^blog.yoursite.com$ [OR]
RewriteCond %{HTTP_HOST} ^www.blog.yoursite.com$
RewriteRule ^(.*)$ http://www.yoursite.com/blog/$1 [R=301,L]

This will perform a 301 redirect on the subdomain and redirect it whatever directory on the main domain.