Select the "Start a New Project" option under the File menu of your closed captioning software.
Open the digital file of the video production in your closed captioning software. The first frame should be viewable in the captioning software's video playback screen.
Open the digital copy of the video production's script in your closed captioning software. Most software can open ".txt" files, Office files such as ".doc" and ".rtf". You can even copy and paste the entire script into your closed captioning software's rolling script interface.
Calibrate your keyboard with the software's main functions to take advantage of many shortcuts and easy keystrokes. For example, use the space bar for pausing and playing the video, and the "CTRL" key for matching dialogue to the video's playback and timecode.
Select the type of captions you want your video to have. For example, pop-on/off captions appear and disappear from the screen in synchronicity with the onscreen character's dialogue. Roll on/off captions appear on the bottom of the screen and gradually move further up the screen as more dialogue appears.
Play the video and match the script to the video's time code. If you do not have a digital copy of the script, you will have to transcribe the video's dialogue bit by bit, then rewind and match the script.
Save the file upon completion. File extensions will vary from program to program but modern DVD players are able to decode many different types. Once the file is burned onto the video production's final DVD, turning the closed captioning on and off will be possible either through the DVD's menu, if enabled, or the DVD player's remote control.