Thanks Guys but something in Drupal is not permitting this to work.
I have had to use another solution which solves my problem.
Move the Wordpress blog from inside the Drupal installation to the server html root and create a virtual directory in httpd.conf file so that our blog only shows up on the specific domain.
Alias /blog/ "/var/www/web0/html/my-blog/"
Options Indexes MultiViews FollowSymLinks
Allow from all