Create a host-named site collection

You must use Windows PowerShell to create a host-named site collection. You cannot use the SharePoint Server 2010 Central Administration Web application to create a host-named site collection, but you can use Central Administration to manage the site collection after you have created it.
You can create a host-named site collection by using the Windows PowerShell New-SPSite cmdlet with the -HostHeaderWebApplication parameter, as shown in the following example:

1.      To create a host-named site collection using Windows PowerShell, verify that you meet the following minimum requirements: See Add-SPShellAdmin.

2.      On the Start menu, click All Programs.

3.      Click Microsoft SharePoint 2010 Products.

4.      Click SharePoint 2010 Management Shell.

5.      From the Windows PowerShell command prompt (that is, PS C:\>), type the following:

New-SPSite “http://portal.contoso.com” -HostHeaderWebApplication “http://HNSC01.contoso.com” -Name “Portal” -Description “Customer portal” -OwnerAlias “contoso\administrator” -language 1033 -Template “STS#0”

This creates a host-named site collection with the URL http://host.header.site.url in the SharePoint Server 2010 Web application with the URL http://servername.

Ref: http://technet.microsoft.com/en-us/library/cc424952.aspx#section3