Question : Integrating WordPress blog into website

Hi everyone,
I've read a couple of answers here about using Blogs on websites but want to clarify the facts.

If I register a blog with WordPress I can then 'integrate' this to my primary domain? For example, the URL for the blog would look like www.mydomain.com.au/blog

From what I've read on the WordPress site they don't support this?

I would appreciate any clarification anyone can offer.

Answer : Integrating WordPress blog into website

if you have a hosting account you dont need that. you can create the wp blog in your hosting itself

http://codex.wordpress.org/User:Jalenack/Integrating_Wordpress_into_an_Existing_Site