[expert] Help! Apache Virtual Hosts & DNS updates

[Edwin Linux Fan]

I'm working on a project.
I've got a DOMAIN.COM
Now I want 3rd level domains,
using Apache Name-Based Virtual Hosts:
I made: ANYTHING.DOMAIN.COM

I do not operate my own DNS.
My provider says it should work.

I want the same effect as bigstep.com...
... you know: yourcompany.bigstep.com

Questions:

#1 I cannot even PING anything.domain.com

#2 I tried putting anything.domain.com
   in the /etc/hosts file, it works, but
   that's cheating.

#3 What should I do?