Finally, I registered tnsatish.com. My blog is moved to blog.tnsatish.com. However, there is no need to change bookmarks, or feeds, because tnsatish.blogspot.com redirects to blog.tnsatish.com.
For the last 10 days, I have been struggling on how to setup this blog on my domain by keeping my old blogs. It is a very simple process. I just need to change the CNAME for blog.tnsatish.com to ghs.google.com. In my blogger, I have to select custom domain and enter blog.tnsatish.com. That's it. My blog is live on blog.tnsatish.com.
It is not possible to use something like www.tnsatish.com/blog for custom domain. We have to use FTP publishing to post blogs. I could not find any simple way to copy all my previous posts to this. So, I changed my blog to blog.tnsatish.com.
The help and documentation of google is so bad that, it took me a long time to understand even these simple things.