I get that with digital cable ... I get it for free, even, because my cable company is so stupid they cleared the channels for the free preview at the beginning of the season and forgot to rescramble them again.
A lot of the digital channels are so compressed, though, that it really compromises the picture quality. It was okay on my old TV, but I just got a new Sony WEGA that really makes it obvious.
DIRECTV has some compression that is noticable on their HDTV channels. I can get Los Angeles OTA HDTV signals which are most excellent. When I look at the same channels that are on DIRECTV on my Sony HDTV they show the compression a bit.
More bandwidth needed on the SAT but I hear that's a ways off.