Two things. First, you are combining two redirects that need to be seperate, second, do you actually have sub-subdomains?

RewriteEngine On
# First, force everything to the www. subdomain
RewriteCond %{HTTP_HOST !^(.*)\.mysite\.com$
RewriteRule ^(.*)$ http://www.mysite.com/ [R=301, L]
# Then rewrite all requests so that they go to the /f/ folder.
RewriteCond %{REQUEST_URI} !^/f/
RewriteRule ^/(.*)$ http://www.mysite.com/f/$1 [R=301, L]

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