I will assume you download your movies in .avi format, and that the subs are either .sub or .srt format... If this is the case, I'm pretty sure you'll be able to get the subtitles to work by just playing the video file using VLC. It's free and you can download with a simple google search. Note that you HAVE TO NAME the .sub/.srt FILE THE SAME you name the video file, just keep the extensions of the file.
(Example: video_1.avi/video_1.sub) It seems dumb to even write an example, but it might be confusing for some people...
(You can give it a try with quicktime, though I'm not sure it is compatible with both subtitle formats... If quicktime doesn't do the trick, VLC will do. Again, NAME THE VIDEO AND THE SUB FILE THE SAME)
Let us know if this works.
Cheers.