You generally can do this in wp-admin by going to Settings -> General and setting "WordPress Address (URL)" and "Site Address (URL)" to include the subdomain. That said, please read this before do that: http://codex.wordpress.org/Moving_WordPress
Be forewarned this may break content and it seems going to blog.rgksugan.in just redirects to the main site without forwarding any of the requests:
http://blog.rgksugan.in/blog/2011/01/27/capture-network-packets-java/ and
http://blog.rgksugan.in/2011/01/27/capture-network-packets-java/
both redirect to your front page. This makes me think WP isn't actually installed at blog.rgksugan.in and that the subdomain is just a forwarding DNS record.
Basically, make sure the site is actually hosted at blog.rgjsugan.in before trying to change anything in WP Settings.