Hello Angel,
Try the following URL Rewrite settings and it should work.
{Rule Number 1}
Virtual Path Regular Expression: ^(.*)$
Conditions
Variable: HTTP Header: Host (HTTP_HOST)
Operator: Matches with
Regular Expression: ^anything\.mysite\.com$
If this rule matches: Perform an external redirection
Redirect to: http://mysite.com/anything
Status Code: Choose a status code
{Rule Number 2}
Virtual Path Regular Expression: ^(.*)$
Conditions
Variable: HTTP Header: Host (HTTP_HOST)
Operator: Matches with
Regular Expression: ^anythingelse\.mysite\.com$
If this rule matches: Perform an external redirection
Redirect to: http://mysite.com/anythingelse
Status Code: Choose a status code
Now just apply the settings!
Note: You need two seperate rules to do this. Enjoy!