Domain Issue During Install Wordpress

I'm trying to install Wordpress, using fantastico on the domain: http://www.complyme.com.au (in a folder called Metricon, but that doesn't matter here). There is no option for anything except complyme.com.au (without the www!).

I have tried installing to complyme.com.au/metricon and the install goes ahead, but I cannot visit the site, and also cannot get into the dashboard/login page.
Any ideas? If it helps, the A records for http://www.complyme.com.au and complyme.com.au both point to the correct host, whereas *.complyme.com.au points to a VPS...
I would really appreciate the help. I don't usually run into issues this early on! :)