If you mean you want [anythingatall].mydomain.com to point to the same place, you can use wildcards in the host field of a record, such as:
* IN CNAME mydomain.com.
Note however that this wildcard will take precedence and any other host entries for mydomain.com will not necessarily point to where you want them, for example:
...
@ IN A 192.168.1.100
test IN A 192.168.1.101
* IN CNAME mydomain.com
test.mydomain.com and blah.mydomain.com will resolve to 192.168.1.100.
This setup plus a bit of cgi-scripting is how websites like
http://jnsc.isgay.com work. Just out of curiosity, why do you need to create so many subdomains (if in fact, the wildcard thing is what you wanted).