Yep ...
this works fine (aside from it being a "name not claimed" page)
Usually with wildcard subdomains, all urls get directed to one file (usually index.php) ... from there you parse out the sub-domain and render the appropriate page (usually from a database). Think of it just like a $_GET variable except it has to be parsed out of the domain.
For your needs it might be very easy, just edit index.php to str_replace('.','_',$subdomain) and it will change the period to underscore by default and your script should work just as it is now.
Of course that means that gary_thiem and gary.thiem cannot be 2 different pages.