According to the KHL's website, the league has reached an agreement with ESPN for Russian hockey games to begin appearing on ESPN3. Here's the release from en.khl.ru

The Kontinental Hockey League has reached an agreement with the US sports TV channel ESPN to broadcast games in the 2012/2013 KHL Championship. The games will be shown on the ESPN3 channel in the United States, Territories of the United States, and also in Great Britain.

ESPN3 reaches 73 million American households and devotes most of its output to live broadcasts of events, including college football, college basketball, the NBA, MLB, ICC (International Cricket Council) competitions and qualifying matches of FIFA tournaments.

During the first ten days of October, the channel will broadcast five KHL games. The planned schedule includes:
Dynamo Moscow vs Ak Bars on Oct. 3rd;
Lev vs SKA on Oct. 6th;
Slovan vs Dynamo Moscow on Oct. 7th;
CSKA vs SKA on Oct. 8th;
Lev vs Dynamo Moscow on Oct. 9th.

ESPN3 is the Worldwide Leader's online streaming service, specializing in the kind of sports access that ESPN2 started by showing (as of the time of this article's writing, they're currently showing a cricket match between India and South Africa).

The channel is not yet widely available and is tied to a current television subscription package (meaning you have to have a television provider and package that would include ESPN3 in order to be able to stream it online). Most-notably, DirecTV does not have an agreement to air broadcasts.

If you do have a provider which allows you, you'll first get to see Pavel Datsyuk's CSKA play next Monday.