Going through this, http://en.wikipedia.org/wiki/List_of_HSPA_mobile_phones , I highly doubt if there are any HSDPA phones for less than Rs. 25,000.
But you never know, there might be some off the radar Chinese phones that are unbelievably cheap. I once saw a dual sim, touch screen "NOKIA" phone with a TV tuner for Rs. 16,000. Only later did I see that the letter "I" in Nokia is actually an "L".