Hi,
I think there is problem with my site . you need to create my site host collection in central admin.
Please follow the steps to do same
http://sensoft2000-sharepoint.blogspot.in/2010/08/in-sharepoint-2010-mysite-is-not.html
After this you need to Go to Central Admin >> Manage Service Application > Select User Profile Service Application ,and click
Manage on the ribbon ---> then Under My Site Settings, Click
Configure Trusted Host Locations and add My Site Host collection URL, do not enter any Audience if your limiting users
Cheers, Hemendra-MCTS "Yesterday is just a memory,Tomorrow we may never see"