You probably need to set up a sub domain on your hosting or domain providers website.

For example, if your blog is currently at www.yourwebsite.com/theblog you can set up a subdomain to be theblog.yourwebsite.com
You just then give the link out of the subdomain.

i mean i want it automatically done by plugin,
i dont want to do it by myself everytime

You don't need plugins for that any more. Just go to Users > Edit group settings > and check "Create personal blog automatically"

You do need a wildcard A NAME though ;)

¥