Download and install the 'Subtitle Workshop' software and use it to create your subtitles, if you do not already have the files.
Download and install the 'Vobsub' software and select 'VobSub for VirtualDub', 'TextSub for VirtualDub and AviSynth' in the plugins options, and set the Virtualdubmod folder (where your end file will be saved).
Open the movie file in VirtualDubMod and click on 'video' and then 'filters' and add your subtitle text file.
Change the video settings to 'full processing' and the video compression to either 'Divx' or 'Xvid'. Save it as a new AVI file by clicking on 'save' and then selecting 'AVI'.
Burn the resulting file to a DVD using your usual DVD-burning software.