That list is pretty long, and there is not a single software to do all that.
ImgBurn (free) is good for CD/DVD/BR burn.
AnyDVD (not free) or DVDFab Decrypter (free) can be used to rip discs.
For audio CD ripping is better Exact Audio Copy (EAC).
To convert movies, there are plenty of excellent free software, like AviDemux, VirtualDub, AutoGK, Handbrake just to mention the most diffused.
AviDemux and VirtualDub can be used also to split/join movies.
To play movies VLC and Media Player classic are the best free software. These are able to show subtitles in various formats (like .srt files).
I don't know how to merge subtitles with the movie, but probably virtualdub can do this.
To make menus, there is DVD Styler, a free software but very complicated to use.