This guide will tell you how to use subtitles (.srt) files in the VLC player. Other players will have different interfaces.
Download .srt file to same directory as the .avi file.
Drag avi file into VLC
Rightclick in VLC -> Subtitles track -> Track 1
First off, you can not use subtitle files if you are playing the movies in your browser. You'll need to download them onto your harddrive. This is accomplished by RIGHT-clicking on the download link of the movie and selecting Save As... from the popup menu. Now you'll be asked to find a place for it on your harddrive.
Now repeat that procedure for the .srt-file and MAKE SURE you save it in the same place. For VLC to autodetect it it will have to have the same filename apart from the last 3 letters. E.g. if the movie file is called Praxix_Rechambered_Episode_1.avi, then the subtitles file should be called Praxix_Rechambered_Episode_1.srt.
OK, now you have everything you need. Start up VLC and then drag the file from your explorer window onto the VLC window. If you just doubleclick the file VLC will sometimes not detect the subtitle file correctly.
If you did everything correctly, you can now rightclick in the VLC window (on the movie) and find the menu item that says 'Subtitles track'. From the submenu that comes up, select 'track 1'. Boom, you have subtitles!
If you didn't get a 'subtitles track' don't fear. Open the file again via the VLC menu (File->Open file). Hit browse and find your file. Just below is a checkbox named 'Subtitle options'. Check it, click Settings button next to it, hit Browse and find the srt-file. This should not be necessary if you did 1, 2 and 3 right but whatever.