You need to add a Portal Alias, you do this by logging in as HOST or another Super User account and go to the Portals page, click on the edit pencil next to a portal and find the Portal Alias section on that page. You can add the alias there.

It might actually be something your host is doing for the redirect. Do you have FTP access to your web host? Is there a file in the root of the website, above the /dotnetnuke folder, that is doing a redirect to /dotnetnuke but perhaps also redirecting to the temporary URL that was setup?