How to burn sub and movie together

Hi!
I have i DIVX movie and srt. sub file and they fitt well together. I need to burn theese files together so they are one file. that means that there is only one file “movie file” in which srt.sub file is included. I need this for playng Divx movies on DVD-player which do not support srt files. How can I do this? Thank you a lot!
Zdenek

Avi2DVD
http://www.videohelp.com/tools?tool=Avi2Dvd

Hi I’ve tried with avi2dvd all went well in set up but stopped with an error message avi synth open failure avi source: couldn’t locate a decompressor for fourcc div3

theres also a avisynth_scriptfile.avs but i cant open it

this is in the error log
Video encoded successfully ! [C:\Films II\La
Haine\Avi2dvd_temp\Encoded_Video.m2v 0 Bytes]
[15:52:17] Job NOT Done. There are warnings … Find at
the log file the 0 byte generated file to focus where exactly
the problem appears

any help much appreciated

have a load of other language movie files w/subs and cant watch them