Looks like a Sphecidae/Sphecid Wasp and reminds me of some kind of a cricket hunter wasp:
But this from Eric's blog is an US species and is just to illustrate the family and similarity. So it is a wasp. You may look for some similar species in India.
http://www.flickr.com/photos/23271361@N06/3529870549
Another US wasp:
http://www.insectimages.org/browse/detail.cfm?imgnum=5424377
Other possibility are the Ampulicidae or Cockroach Hunting Wasp, so another hunting wasp:
http://www.flickr.com/photos/23271361@N06/3558874944
I still would tend to Sphecidae without exactly knowing why ;-)...
Good luck!
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