Subtites wont burn! -help

I have some .avi files that have subtitles, However they only show up when played with Windows Media Player. I made a dvd with Nero 7 and DVDCopy 4, both of them did not show the subtitles.

Can anyone help me with this? I just want to be able to play the files on my home dvd player with the subtitles showing. I am able to use Linux and Windows software if that matters.

Easy
I use virtualdubmod (virtualdub should work also) with vobsub 2.23. You install both free progs & copy 'vobsub_vd.vdf' from the vobsub folder to the 'plugins' folder of virtualdubmod (renaming to that exactly if you have to).There are only 3 files in the 'plugins' folder of v'dubmod. The one above, vsfilter.vfd, & a txt file.
Open the avi with v'dub & under video filters click add, pointing to the vobsub plugin which in turn shall point to the sub language of your choosing.
Then choose a compression under video (I always use the last one, xvid, and choose best quality-one pass). Then click save as ...& you should see the dubbed version in the right/lower pane as it reencodes it with subs. Then when done u can use vision or whatever to dvd it.
If avi has vbr audio u can use avidemux2 -free- to change it to a cbr of (i use 192) as all dvd's and lots of reencode softwares have somewhat strict guidelines