Windows: If you need subtitles with your movies, you've probably found that subtitles are a big pain point on devices like the Xbox 360, Playstation 3, or iPad. AVIAddXSubs easily adds subtitles to your movies for use on subtitle-incompatible devices.
The reason why subtitles get lost in the ether on these devices is because they don't read SRT files, which are often what contain the subtitle tracks -- instead, you have to have them "burned in" to the video file. Neither do they play MKV files, which come with subtitle options built-in (check out our handy guide to video formats if you want to know more).
AVIAddXSubs is a Windows app that takes SRT files and "burns" them into your to your PS3/Xbox 360/iOS-compatible AVI files, so you can watch them on any device with the subtitles you want. It also works in Wine, so Mac users can use Winebottler to run it as a standalone OS X app.
Hit the link below to download AVIAddXSubs, and check out the Guiding Tech link for a full how-to on adding subtitles to your movies.