Programs like ConvertXtoDVD or FilmMachine will convert your video and subtitles (srt) to dvd-format. Then you can burn you dvd video files using Nero.
We do have guides in here.... http://www.afterdawn.com/guides/archive/vso_convertxtodvd_guide.cfm other guide: http://club.cdfreaks.com/showthread.php?t=181987 and google will help more