Batty is right. Get the Subtitler plug-in by Avery Lee for VirtualDub and under Video>Filters>Add, select Subtitler. Be warned that you need a SSA subtitle file, but you can convert .srt or .sub to SSA using the programs SRT 2 SSA and SUB 2 SSA. You can look at the guides here for more information on burning DVD-Video with subtitles. Or you can use Nero Recode for the same, but its not as efficient as VDub.