Subdomains rely on the DNS system in order to function, different DNS servers on the Internet
Broadcasting from the same folders and everything but it just seems faster In any case
Thats my theorory I geuss... I wouldnt know why I just know when I did it without a subdomain the site seemed longer to load because take for instance,
Loaded exstazjianjsadian.com with a lot of mp3's and when you hit the domian it wants to load everthing to Temp Internet Files but if there are links to a subdomain with the Files that are heavy in megabytes and not on the main domian, then the main domian doesnt take long to load.
Just check how long it takes to open this page, with the links to a subdomian
http://www.exstazjianjsadian.com/music.html