hard burn movies subs to the avi or mpeg file

I want to hard burn some foreign movies subs to the avi or mpeg file, so i can watch it on TV.
Right now i use handbrake to hard burn subs and convert the file to mkv, afterwards i use iVCD to convert mkv to mpeg.
Handbrake doesn;t always hard burn subs to video and i dunno why.
I am looking for other options...

Make the mkv without the subs, and then get MKVToolnix (free) and remux the MKV with the subs. This will burn them in as required.
It's very simple too.