Plesk 12 delivers wrong site if subdomain does not exist

[southy]

Hi all,

I have a domain that has an DNS-record:
* A [IP of plesk server]
DNS is not managed by plesk, but seperately.

For the domain.com, a site is existing.
However if someone opens [any string].domain.com , _another_ client's site from that server opens up.

Shouldn't accessing a non-existent site call for an error page or a plesk-standard-page?

What's going wrong here?