Probably the easiest way to do this is to get a TV app for your phone. Some of the more popular ones are Mundu TV (www.mundu.tv) and MimobiTV (www.mimobi.tv).
Both these apps are paid, and are compatible with a variety of devices across different platforms (including iPhone, BlackBerry, Android, Symbian, Windows Mobile and Java-based handsets).
In case of Mundu TV, an 8-channel package is available for 79 monthly or for 129 quarterly (data charges extra). There are only nine channels to choose from and you can see the options on the website.
In case of MimobiTV, there are more channels to choose from and they have tied up with various service providers. For example, in case of Airtel, it costs 40 per week to watch all channels while in case of Vodafone, it costs 30 per channel per month. Details of the various available channels, prices according to different operators and the procedure to download for each operator is given on their website.