Make sure the inner edges are creased at the corners as well. For example:

##With only outer edges creased

![enter image description here][1]


##With inner edges creased

![enter image description here][2]

As a bonus, you might want to drop an _Edge Split_ modifier on as well to get your object smooth and remove the stretched shades that creasing and subsurf will produce. Also see http://blender.stackexchange.com/q/734/12.

![enter image description here][3]


  [1]: https://i.sstatic.net/UTHBD.png
  [2]: https://i.sstatic.net/cUMVS.png
  [3]: https://i.sstatic.net/PXt8l.png