These should start appearing on NBC.com at the beginning of October. On top of being ad-supported, they will also expire within a week of the episode's original air date, not a week after the download completes. (Yes strange I know)
Here is a list of shows that will be available at the launch of NBC Direct:
Heroes
The Office
Life
Bionic Woman
30 Rock
Friday Night Lights
Late Night with Conan O'Brien
The Tonight Show with Jay Leno
These downloads will only work on Windows-based PCs as NBC severed its ties with Apple's iTunes at the beginning of the September.