Display Another Site with Subfolders

Hey all -

I have a hunch I know the answer to this ... but I figured I'd ask anyway.

I have a subdomain set up to redirect to my personal web server (call it http://1.2.3.4) using the 'Display another site at your domain' option under Domain Management (call THAT subdomain personal.mydomain.com).

If I go to http://personal.mydomain.com, everything works as expected - I see the default page for my personal web server. But, if I go to http://personal.mydomain.com/somefolder, (ie, http://1.2.3.4/somefolder), I get a DreamHost generic 404 error saying the directory doesn't exist.

Is this expected? Is there a way I can pass through the subfolders to my redirected domain, or am I out of luck on that one?

Thanks!

Clint