installing subtitles

[Apokarteron]

I have one .avi video file in which I want to install subtitles into, I have two other files which are both (or one of them is, I don't know) subtitle files, they end with .srt and .sub, how do I install them into the .avi file so I can view the video with subtitles?

Thanks

 

[elmarcorulz]

Put them in the same folder and open the avi with WMP

 

[Apokarteron]

Put them in the same folder and open the avi with WMP

I just drag and drop the hole folder into WMP?
How do I burn the video on to a DVD with the subtitles attached?
I use Nero 7 for that preferably