Forwarding a Domain

Hi there!

I have two websites that I'm trying to have under one umbrella. 

www.capgmedia.com is the main website. I have my second website under the domain forwarding agency.capgmedia.com but when you click on it, it goes to the old domain capitalgagency.com. I would like it when folks are on the second website for it to remain as agency.capgmedia.com; how could I do this? 

Thanks!