There are a few ways i know.

One would be TVU Player. It's a software that operates on live streaming. It has a lot of channels such as ESPN, ESPN2 or NBATV, and with a good connection (100 kb/s) it works just fine.
To download TVU Player go to [Only registered and activated users can see links. ]


The othe rone would be sopcast. It's a similar thing but also has MSG. It's quite difficult to connect with it, but it worths trying.
To download sopcast go to [Only registered and activated users can see links. ]
To get MSG onm sopcast go to [Only registered and activated users can see links. ]



Hope this helps