This option is the simplest to set up.  Redirection simply means that if a visitor types your domain name (eg.www.example.com) into a browser, they will then be redirected to your website and then see the arthives URL in the browsers's address bar (eg. www.arthives.com/example).
 

This option is a little more complex to setup, however it is also gives a more professional appearance.   When a visitor types your domain name (eg.www.example.com) into a browser, your name remains in the browsers's address bar.  Additionally all of your sub pages will retain your domain name (eg. www.example.com/galleries , or www.example.com/news).  For more information about this option visit the Linking your own domain name with your website.