Create a new user on your playstation. (on the XMB go all the way to the left and create new...) Then click sign up for a playstation network account or whatever, then it will ask if you want to create a new user or use an existing one. Click new user and it will ask for a Master account or a Sub-Account, choose sub. Hope that helps, I've never really made a sub account.

Keep going through the registration process then, it should come up somewhere in there.