If you're talking about the movies and stuff on these forums, may I suggest downloading CCCP if you haven't already. I think its a great codec pack that comes with Media Player Classic, a great player. And it automatically loads subtitles. You just have to choose which language you want to see.
When you say put chinese subtitles on a movie what do you mean? are you looking to hard-coding it so that it remains inside the movie? If that is the case there is two good programs to use called Subtitler 2.4 and also Virtual Dub Mod Theres a guide here on how to do it: http://forum.koreandramas.net/topic_541.html good luck. I have used this method before and have hardcoded 3 different movies
