Very strange redirect problem

[Warwick]

When I try to set a redirect through cPanel there are strange things happening:

I want http://www.mydomain.com redirect to http://www.mydomain.com/directory/

So I put in the info and selected 'Redirect with or without www.'

Following is what happens now:
http://www.mydomain.com doesn't redirect

http://mydomain.com does redirect

Does anybody have an idea what could be wrong?

See attached screen dump for more info about the cPanel version.

[Warwick]

(post to show my signature with setup/version info)