Loathing in Fear
That is becouse you have it as a domain pointer, a domain pointer just points at your frihost subdomain, so it isn't a real domain.
If you want to have it as a real domain, set it up as an addon domain.
to do this, go in your direct amdin to: "Advanced Tools" -> "Domain Administration" -> "Add a new domain", then the domain will be added,
and you can upload your files to it.
NOTE: It will be like a second domain, so you have to upload the files you have in your subdomain to your real domain, if you want to have the same content in your domain.
P.S. you have to wait a while until you can surf to your domain, it will take like...15 - 60 minutes, until all the domain registration things are done...